Windows, OS X, Linux oh my! Run all three together using VirtualBox by Sun Microsystems - The Preliminaries
If you haven't installed VirtualBox on your computer already, head to www.virtualbox.org and get the latest release. VirtualBox is available for Windows, Mac, Linux, and Solaris hosts.
During the download, locate an installation disk or ISO for your guest OS. You'll need them to do the initial boot.
Once VirtualBox is installed, continue to the next step.