virtualbox is a popular app that allows you to create a virtual pc contained inside your pclinux install
in this virtual pc you can install win xp, win 7, pclinux, between many other os
inside this virtual machine you will have partial access to the resources of the real pc like ram, cpu and cpu, the rest is emulated like sound card, video card, network card, hard disk and dvd drive
you can compare it to a console emulator but it will allow you to do alot more than just play console games
inside this virtual installation you can put a os and over it install starcraft
as you see this is a extra step that could be unnecessary if you are dualbooting with another windows os but many of us prefer it because it allows us to keep running linux and the virtual machine can be isolated from internet if you wish and won't have full access to your hard disk