You can run Windows applications on Linux with emulators or server software. Of course this doesn't mean all application will work 100%, for example Windows DirectX game are a big problem.
Wine is a small, free and decent binary emulator that is 100% legal. If you want to see if it runs something "<application name> appdb wine" is a good search string for google. I doubt that most Microsoft products work though. VMWare is another option but in my opinion is a last resort as it requires you to install Windows inside your distro.
Theres usually ALWAYS linux alternatives. Like mentioned above aMSN is an awesome program, give it a shot
