Ever wanted to run Linux applications on Windows natively, without emulators, virtual machines and other complex software? Well, now you can (or rather, you will be able to in about 1 month, when this update is released to the public). Scott Hanselman, a developer, teach, and speaker has put together a video covering how to set everything up. He demonstrates how to use Bash from Canonical (the same Bash that runs on Ubuntu) to do basic Linux stuff, including install and run console based software. Of course, don't expect any graphic interfaces as this feature is not meant to replace Linux, but to allow developers and enthusiasts to run their bash scripts on Windows. If you like working in the console, this will come handy.
If you want to know more, here you can find an article about Bash for Windows.