Yes, to install Windows software on your Macbook (or any intel mac) you will need to run either Parallels or Bootcamp.
In either case, you will need a copy of Windows to install.
Parallels: ($80.00)
http://www.parallels.com/en/products/desktop/
with parallels, you run windows within OS X - I use it and it works great.
Apple Bootcamp: (Free)
http://www.apple.com/macosx/bootcamp/
with bootcamp, you partition your hard drive, and boot in either mac OR windows.
once you install either of these apps AND YOUR COPY OF WINDOWS, you will be able to run ANY windows software you want from within the windows environment.