absolutely nothing.
you can run Windows on your Mac.
http://www.apple.com/macosx/bootcamp/
this piece of software is a beta at the moment, but with OSX leopard it'll be included as a full load.
there's also a nice third party piece of software for mac, kinda like VMWare, but not virtual.
it allows you to load up other operating systems, be it windows
(from 95 - XP tested working, not sure if they have done Vista)
or distros of Linux (many tested, see their site)
and run it at the same time as running OSX. they boast it boots xp in half a minute.
http://openosx.com/wintel/
so... what program can't you run?
that'll be none of them then.