I am using Mac. Just install Parallels Desktop, then install Windows in Parallel Desktop. I don't remember there is any specific difficulty during installation. Once you get a Windows, follow the instruction to install Virual C++ for the course. I did not use any DVD/other PC to run Windows/Vitual C++ as long as internet network is working.
For most of the exercises, there is no problem to develop your code and get it compiled. For the projects in Level 9, which will welcome you later, I would suggest you install Excel in the vital machine Windows also. You have to use it to finish data output into Excel. But I still have some problems with running out of heap. I tried to set the heap size much bigger in Virtual C++ but it did not improve much. In this case, restarting the virtual Windows helps sometime.
Hope it useful.