Yes, I agree with Drac that you can use Boot Camp to put a windows OS on your mac. I did that when I first got my MacBook Pro but my family made me take windows out of my mac. Also you can use Virtual PC for mac, and you can have as many OS'es as you want on your mac, but unfortunately, VPC doesn't support 3D graphics - at least not yet.
Virtual PC for mac Congrats on your new mac! Is it a MacBook, an Imac, or a MacPro (jut curious)?