Hi all,
I haven't tried it yet (will do when I get free time), but I found a project that supposable allows users to run and develop Linux applications under windows.

"andLinux is a complete Linux system designed for developing applications and runs seemlessly in Windows 2000 based systems (2000, XP, 2003, Vista, etc...)."
http://wiki.gp2x.org/wiki/AndLinux

I am going to try this instead as my computer wouldn't allow me to try a liveDistro of Ubuntu the other day

If this works, I am going to download the freepascal linux and Linux-ARM stuff to try compiling to my GP2X

cheers,
Paul.