You can use Boot Camp to install Windows on your hard drive or you can use a virtualization software like Parallels Desktop, VMware Fusion or VirtualBox. I recommend Boot Camp, but if you don't want to reboot your Mac to boot Windows, the best virtualization software is Parallels Desktop (pay), or VirtualBox if you want a free software
There are plenty of choices.
VirtualBox is free. It may just be enough for you. For the price it's definitely worth looking at.
I've been using VMWare Fusion for quite some time and I'm pretty happy with it.
Parallells has a good reputation as well.
You'll need a copy of Windows for any of them, of course.