I now have persistent KNOPPIX (bootable), Back Track 2 Live CD (bootable), and Damn Small Linux (QEMU in windows) installed on my 4GB USB flash drive. It took a while to get all of the settings right, but it was worth the time. I can't find any way to use an emulator to boot the drive (not a disk image) from within Windows.
Yes, I like Linux better than Windows, but I am still much more familiar with Windows. I have only started with Linux less than a year and a half ago, whereas I have used Windows since January of 2000.
The main reason I prefer Linux over Windows is what I have to pay for the latest and greatest of each - if I want Vista Ultimate, I would have to pay $300-$500 depending on where I shop. Ubuntu, Kubuntu, DSL, KNOPPIX, (which I use,) and most other versions of Linux are available for download for $0. That's how I decided, considering that support for Linux is excellent.