This nifty program will natively execute an x86 operating system (emulating certain hardware and instructions) in a GNU/Linux X window or Windows NT window.

From my personal experience, there is no noticable speed decrease, if anything, Windows seems to run faster under GNU/Linux. :) but it has to emulate the drives and display, among other things, so yes, it's slower

Sadly, though, this piece of software is not free.