You can "run linux on Windows" by using a virtual machine - there's also ways to do it using cygwin, doing some wizardry, and chrooting into the install somehow. In my opinion, this just adds overhead when you can run a small server fine from Windows. I'm not exactly certain where the install is failing for you - is it the compile errors, or the generation of maps with the extractor?
One thing I learned when compiling with VS2010 vs VS2008 was in 2008, you could double click the solution file with no issues, but using 2010, you had to open VS2010, then File > Open Project/Solution and navigate to your SLN file to get it to open properly.
If I get a chance in a few, I'll try to drop a Server03 image and document what I do to get it running.