Just like with oranges, apples and windows do not compare.
Still, if you really need to have both on the same machine, there are ways to do that.
As a minimal introduction, check Bill Clementson's article on the subject.
Then, if you really need to stay on the Mac with the occasional Windows application, you may want to take a look at a few recent threads on the MacLingua forum (subscription required), where a few CAT tools are discussed in the context of Windows on Mac.
Now, if you want to dream a little, check this article on Ars Technica or this thread (for geeks) on the Wine HQ mailing lists...
By the way, Wine is yet another means to get Windows on your Mac. From the site:
Wine is an Open Source implementation of the Windows API on top of X, OpenGL, and Unix.
Think of Wine as a compatibility layer for running Windows programs. Wine does not require Microsoft Windows, as it is a completely free alternative implementation of the Windows API consisting of 100% non-Microsoft code, however Wine can optionally use native Windows DLLs if they are available. Wine provides both a development toolkit for porting Windows source code to Unix as well as a program loader, allowing many unmodified Windows programs to run on x86-based Unixes, including Linux, FreeBSD, Mac OS X, and Solaris.