There are several software solutions to work with Windows programs on a Mac under OS X; BootCamp, Parallels or VMware Fusion. I’m using VMware for a while now, because I had good experiences with VMware Workstation on a PC.
For the Mac there is now a new version, so I upgraded my version to VMware Fusion 4. Faster, better integration with the Mac. … And with support for Apple OSX 10.7 Lion.