Most of your windows software will not run in Linux. Depending on what you need to do you may be able to use different software to accomplish the same things. If you have enough hard drive space try using both OS with dual boot, or you may be able to run Win95 from within Linux using VMware. Right now I dual boot because my machine isn't beefy enough to run both OS's at the same time. I haven't actually used VMware, but I've heard lots of good things about it. In any case, I think you should check it out, but get ready for a formidable learning curve. I would recommend joining a user group so you have someone of whom to ask questions.
I would recommend going to Cheap Bytes as they have Linux distributions cheap.
Offered by John.