I can vouch for strawberry perl as well. Works pretty well on a variety of windows machines. We have a lot of existing perl scripts here and I've gotten so used to maintaining them I actually default to perl for a lot of stuff.
If you wanted to just experiment with some linux software, you could use a live cd / usb distribution as well. That's probably not worth the pain when it comes to programming and needing various libraries and the like though. Maybe the usb live distributions, I haven't played with those as much. I got spoiled as my access to VM technology got drastically better during the transition between distros doing live cds and live usbs.
University of Illinois