Wine lets you run Windows software on Linux operating systems. With Wine, you can install and run these applications just like you would in Windows. Wine is still under active development. Not every program works yet, but it's simple enough to install and run, so if setting up a virtual machine to run a Windows app seems daunting, give this a try.
First of all we need to install Wine. Lets do this by going to the Wine website. Click on the download link to go to the downloads page and you will find a link to the Ubuntu packages.
Follow the instructions on that page for installing Wine. I chose to install the Beta Release but if you want to be on the safe side you can install the Stable Release.
OK, so now what? Well for starters when you install a Windows based program you will get the option to open with Wine...
Now you can install this program just like you would in Windows. Using CCleaner under Wine will allow you to clean up the Windows file structure thats included with Wine and not your Linux OS. But it's still a cool proof of concept.
Now for something useful. Installing a free game pack! I installed this one from http://www.free-windows-games.com/. Nice package of shareware titles.
Warning though, running games designed for Windows may cause your Linux OS to lockup just like Windows does! Also many of the games in this pack failed to work properly. I'm sure with some tweaking I could get them working, but alas, I have other projects to move on to. I still prefer using a Virtual Machine but I hear people have actually been able to play WOW in Linux using Wine.
All I can say is, experiment with the software and let me know what you think. Maybe that MS App will run flawlessly for you!