Apple Bootcamp - https://www.apple.com/support/bootcamp/
Bootcamp is Apple's boot manager and partition tool. It allows you to partition your hard drive to create an area to install Windows to. When you start up your laptop, you then pick which operating system you wish to run - Windows, or OS X. To stop using one and use the other, you restart, re-select the operating system, and let the machine reboot.
Parellels - http://www.parallels.com/
VMWare Fusion - http://www.vmware.com/products/fusion
These are programs that run in OS X. The create a virtual machine, into which you install Windows. Because the Windows machine is emulated in software (literally, the "machine" is virtual), it lets you run windows and OS X simultaneously.