How can you open ubuntu in a window (like running an application) in windows 7?

I saw this kid in my chem class sitting in front of me had windows 7 on his computer but he could open ubuntu like a program in a window. There was an icon in the taskbar, I think, with the ubuntu logo and it opened up a window where you could use the linux OS. How can I do this, and is it possible with the new 10.10 version of ubuntu?