This is the software equivalent of a sandbox where you can run software programs inside, independent of the operating system you are currently using. In other words, you can be running Windows and at the same time, have Linux running inside the VirtualBox window.
The only downside to this option is that a huge amount of CPU is going to be required to run both OS's simultaneously. So you may notice things slowing down slightly as a result. If it gets too bad, try closing some non-essential programs.
In a word, Linux Live USB Creator should be on everyone's PC, as it is essential for everyone to learn that there is a world beyond what Microsoft has to offer. With it being portable, you can easily carry it about on a USB stick and introduce Linux to everyone you know.