Your programs aren't going to run. Games might, but, it is likely not as well or at all.
You can install another drive and dual boot Linux which so let you run your stuff on winblows when needed, but you can and should keep most of your daily activity on Linux.
This is the way.
Dual boot until you can't stand the hassle of using Windows anymore. A second hard drive greatly reduces the chance that installing Linux will break your Windows installation.
As you discover Linux equivalents to your Windows programs, you'll find yourself booting into Windows less and less. But if you jump in with both feet to Linux without any experience, you're more likely to end up frustrated and unhappy. This is a transition that most people need "training wheels" for, and having the safety net off your Windows installation being untouched gives you more confidence to experiment with the Linux side. Booting back into Windows is just enough of a hassle to motivate you to learn how to do your stuff on Linux, but leaves you with your old familiar options if you really need to get something done.
