It's doubtful that things will be all that different. But one thing you might want to look into is virtual machines such as VirtualPC or VirtualBox. You can run a number of different testing setups in a contained setup while the rest of your system is free to do whatever you want.

There is a small performance tradeoff for this, but with hardware virtualization making it into desktop CPUs, it's pretty minimal, and the benefits might well be worth it. You can run a 32-bit copy of Windows inside a virtual machine that does all the testing work, so if you need support you can still get it.

But workstations are really just desktops with slightly different hardware. Usually you get the workstation version of video cards instead of the desktop ones. I highly doubt you'll have any kind of problem making the adjustment.

As for the Linux vs. Windows thing... If they aren't going to support you either way, that makes for a somewhat compelling argument for Linux given the multitude of books and websites out there for helping people learn Linux. It's something that's probably worth looking into further, though you'll want to make sure your hardware is supported before getting too far along.