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[Bond]

Okay, you have two options.

Dual boot: Dual booting will require that you partition your hard drive (split your hard drive into two parts). One part will run OS X (Apple's operating system) and one part will run Windows (Microsoft's operating system). All you need to do is run the Boot Camp program (it's in Applications) and follow the instructions. Basically, you're going to steal some GBs from the Macintosh drive and put them into the Windows drive. You'll need a Windows install CD.

Emulation: Allows you to run Windows within OS X (so basically it runs as a program). It probably won't run as fast as compared to the dual boot option.