Ok, I admit that the title is a little bit tricky. You want to use Linux, especially a linux application, under Windows, without installing any virtualization software (Vmware, VirtualBox etc.) And you need to do it fast, i.e with a double-click only. You can use CoLinux, “the first working free and open source method for optimally running Linux on Microsoft Windows
natively. Cooperative Linux (short-named coLinux) is a port of the Linux kernel that allows it to run cooperatively alongside another operating system on a single machine”. You can hook up with XMing Portable (X Server for Windows) and start using your Linux applications on Windows and carry it to anywhere on your USB stick. Normally you have to install your distribution on CoLinux, but I’ll provide a faster way (use a pre-configured Arch Linux on CoLinux)
1-)Download the file initial coLinux files. Extract it to CoLinux folder under your USB Stick
2-)If you want to use Arch Linux, open command prompt, go to CoLinux folder (the one you extracted co.7z to) and type “co arch 1″. It’ll install Arch base. If you want to use Debian Linux, enter “co deb 1″
3-)Don’t run anything yet. If you want to install Xorg and KDE/GNOME or other large sized applications, you’ll need to expand the fs file. Normally it’s 256 MB. But you can extend the size of it however you want. You’ll need TopoResize. Download it, unpack it, run the batch “toporesize.bat”, click “find file”, select your image file (“arch.fs” or “deb.fs”), select your size on the slide and click “Resize file”. Voila, your image file is now resized.
4-)Download XMing. Install it under CoLinuxXMing under your USB Stick.
5-)Go to CoLinuxXMing folder. Open X0.hosts file, and add “*” (without quotes) to the first line of the file. We add a star, so XMing allows connections from your CoLinux installation.
6-)Create a text file under your CoLinux folder in your USB Stick, and rename it to “RunCoLinux.bat”. Add these lines
@start XmingXming.exe :0 -clipboard -multiwindow -ac co.cmd arch taskkill /IM Xming.exe
Now, the first line starts XMing. Make sure you are pointing to the right directory. In this example, I used X:CoLinuxXMing (where X is your USB Stick) and I put the RunCoLinux.bat under X:CoLinux
7-)Double click “RunCoLinux.bat”. It should boot your CoLinux. Normally, it uses SLIRP to connect to your network, so you can connect to Internet from your CoLinux installation.
8-)When booted, login with root. You can change your password with “passwd”, and start installing applications, use “pacman -Sy xorg” to install xorg. You can install KDE / GNOME / XFCE, whatever you want to use.
9-)To run X applications, you need to set the DISPLAY in your CoLinux. While root, enter these commands:
dhcpcd eth0 export DISPLAY=192.168.0.2:0.0 # Replace 192.168.0.2 with your Windows Local IP
Now, test your XMing connection. Enter
xclock
If you see a clock on your Windows desktop, XMing is working. You can start using your favourite X applications under Windows, without any hassle. My favourite application is KBasket, and I use it everywhere I go.

coLinux under Windows

Hey, I tried your guide but i cant get it working. The problem seems to be with the wget calls- it cant find what it needs to download