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Virtual machine software for Linux
whats the problem? create them on windows whit some free utility. Once the virtual machine its created you can run it on vmware player, in windows or in linux as you want.
http://petruska.stardock.net/software/ here theres some good freeware tool to manage vm in windows. once created, put them on a usb or other device, then run it on ubuntu vmplayer.
i much prefer virtual box to vmware - here is the download. http://www.virtualbox.org/wiki/Downloads