Is the a program that runs linux applications on windows?
Virtual PC but I heard recently that because Microsoft took it over from Connectix they removed the functionality. I think it might be just a rumour though. Virtual PC can run any X86 based operating system almost perfectly. I have used it on the Mac and it runs the actual operating system that you run under the X86 hardware. You need quite a lot more space than wine though because you have to put the entire OS on a drive image. My Windows 98 drive image is about 600 MB but I think the Linux one goes over 2GB.
Check out Microsoft.com for more info on Virtual PC.
Not a catch-all solution, but could be what you’re looking for:
You could also take a look at this: http://www.colinux.org/