If you want something really really small, you could always try busybox for windows. It's a 600K .exe file requiring no installation. Run 'busybox bash' and you're in a shell with a fairly full suite of UNIX commands:
Microsoft Windows XP [Version 5.1.2600]
(C) Copyright 1985-2001 Microsoft Corp.
C:\Documents and Settings\User> busybox.exe
BusyBox v1.19.1_18_0-306-geb28f73.git (2011-01-16 17:56:02 ICT) multi-call binar
y.
Copyright (C) 1998-2009 Erik Andersen, Rob Landley, Denys Vlasenko
and others. Licensed under GPLv2.
See source distribution for full notice.
Usage: busybox [function] [arguments]...
or: busybox --list[-full]
or: function [arguments]...
BusyBox is a multi-call binary that combines many common Unix
utilities into a single executable. Most people will create a
link to busybox for each function they wish to use and BusyBox
will act like whatever it was invoked as.
Currently defined functions:
[, [[, ar, ash, awk, base64, basename, bash, bbconfig, bunzip2, bzcat,
bzip2, cal, cat, catv, cksum, cmp, comm, cp, cpio, cut, date, dc, dd,
diff, dirname, dos2unix, echo, ed, egrep, env, expand, expr, false,
fgrep, find, fold, getopt, grep, gunzip, gzip, hd, head, hexdump, kill,
killall, length, ls, lzcat, lzma, lzop, lzopcat, md5sum, mkdir, mv, od,
pgrep, pidof, printenv, printf, ps, pwd, rm, rmdir, rpm2cpio, sed, seq,
sh, sha1sum, sha256sum, sha512sum, sleep, sort, split, strings, sum,
tac, tail, tar, tee, test, touch, tr, true, uncompress, unexpand, uniq,
unix2dos, unlzma, unlzop, unxz, unzip, usleep, uudecode, uuencode, vi,
wc, wget, which, whoami, xargs, xz, xzcat, yes, zcat
C:\Documents and Settings\User>busybox.exe bash
$ for X in 1 2 3 ; do echo $X ; done
1
2
3
$ echo "Asdf" | sed 's/s/huh/g'
Ahuhdf
$ exit
C:\Documents and Settings\User>
This is not truly Linux, though, just a shell and a big mess of utilities. You don't get device files, case-sensitive filenames, or anything else that's a function of the Linux kernel.
Why not try a Linux livecd? You can get a complete Linux environment that boots from DVD, no need to install anything on your computer. Knoppix is a well-known one. You may need to hit F9 or F12 on boot to choose which device to boot from.
You can also get LiveUSB's -- Linux which boots from a USB flash drive.
