Short bio: Computer Scientist, FOSS supporter (read more)
Tux Machines (TM)-specific
1. Use an open source alternative instead
When someone asks me if they can run "Windows Application X" on Linux, the first thing I tell them is to look for an open source alternative. For most Windows applications, there will be a high-quality open source alternative that can meet their needs. The biggest hurdle for non-Linux people is simply knowing that these alternative exist and how to find them.
The best place I have found to search for these applications is at www.osalt.com. On that site, you can enter the name of the Windows application and it will list the open source alternatives that provide similar functionality. Be sure to check it out.
2. Buy a commercial product that was designed for Linux