If you REALLY need to boot Linux on a Windows machine and don't have any bootable media

You can boot Slax Linux from Windows NTFS partition using GRUB4DOS, not even touching the Windows bootsector. This HOWTO assumes that machine has a typical Windows 7 installation.

1. Download GRUB4DOS, extract grldr.mbr and grldr to your C:\

2. Use bcdedit commandline tool to add GRUB4DOS to bootmgr:
> BCDEDIT.EXE /store C:\boot\BCD /create /d "Start GRUB4DOS" /application bootsector
< {guid}
> BCDEDIT.EXE /store C:\boot\BCD /set {guid} device boot
> BCDEDIT.EXE /store C:\boot\BCD /set {guid} path \grldr.mbr
> BCDEDIT.EXE /store C:\boot\BCD /displayorder {guid} /addlast
See http://diddy.boot-land.net/grub4dos/files/install_windows.htm for more details.

3. Download Slax and extract slax directory to C:\

4. Create C:\menu.lst for GRUB4DOS menu and add menu item for booting Slax:
title slax
kernel /slax/boot/vmlinuz vga=normal load_ramdisk=1 prompt_ramdisk=0 rw printk.time=0 slax.flags=xmode,toram
initrd /slax/boot/initrfs.img
If you wonder where these boot parameters are from, Slax has a syslinux boot config C:\slax\boot\syslinux.cfg which defines a complex boot menu with toggleable options. There are several 'MENU BEGIN xxxxx' blocks, where first 4 menuname characters are 0 or 1, 1st one representing 'Persistent changes' option state, 2nd for 'Graphical desktop', 3rd for 'Copy to RAM' and 4th for 'Act as PXE server'. 5th character is 0...3, meaning nothing but a highlighted menu item number. I've chosen a variant with graphical desktop and copy-to-ram, so I'm using boot parameters from 'MENU BEGIN 01100' block:
KERNEL /slax/boot/vmlinuz
APPEND vga=normal initrd=/slax/boot/initrfs.img load_ramdisk=1 prompt_ramdisk=0 rw printk.time=0 slax.flags=xmode,toram
Note that grub syntax differs from syslinux one (inline kernel arguments, separate initrd line instead of kernel pseudo-argument).

Now you can choose 'Start GRUB4DOS' in Windows boot menu and 'slax' in GRUB4DOS menu to boot Slax.