I have previously mentioned Virtual Dimension. It’s a great way to add multiple desktops to Windows (which Linux and even Mac support natively by now). Unfortunately, it looks like VD hasn’t been updated since 2005. (You can see my previous mention of VD here.)
There are a number of other potential candidates worth testing. There is VirtuaWin (this is the one I switched to when VD started failing me).
There is this Google Code project called Pager extension. (I haven’t tested this one.)
As you can see I haven’t really kept up with these applications. That’s because I almost never have to use a Windows machine, and I certainly don’t use one as a main machine any more.
Feel free to post your opinions about these (or any other) desktop virtualization applications in the comments.