Windows Services for UNIX

http://www.microsoft.com/windows/sfu/

Download Windows Services for UNIX 3.5 (it is Free!)

Did anyone use it?
What can be ran?

I use it. It has pdksh and most of the gnu utilities. There is a lot of info on the link you published, especially on TechNet. Also more SFU tools are available here.

I used SFU for a long while, before switching to cygwin for day-to-day scripting work - although SFU is superior if you're managing/masquerading NFS shares via Windows servers.

Cheers
ZB

is possible to run X-apps using it?

It can certainly run X-apps - I regularly run xfig using it on a Windows machine. How well it runs stuff that hasn't been specifically ported to Cygwin, however, I haven't yet tried. Even trying to compile CLI utils is a complete nightmare under Cygwin.

To be honest, I'd suggest going with VMWare if you want a graphical Linux environment running on a Windows host.

Cheers
ZB

Microsoft SFU doesn't include an X server. Nor does UWin. Cygwin does include one, however.

MS SFU doesn't handle UNC names I believe - you have to map any network location to a drive letter.