You do realize that, regardless of personal feelings of animosity towards Microsoft, installing an unpaid for, unlicensed copy of any version of Windows is illegal in just about every jurisdiction on the planet?
Not trying to be a ****, just wouldn't want this forum and distribution to be liable in anyway.
Once you have a licensed copy (presumably on optical media), it can be installed the same way as PCLinuxOS (although you may lose access to PCLOS until you redo the MBR) for a dual-boot, or, I would recommend researching VirtualBox (available from Synaptic), and look into installing it virtually so it can be run concurrently with your PCLOS install.
PCLinuxOS 32bit KDE 4.10.4; kernel-3.4.11-pclos1.bfs & 64bit 3.4.38bfs; NVidia GeForce 8400GS 1GB 310.19 driver
Sony Vaio SVE1513A4ESI Laptop, Intel Core i5, 2.6GHz, 6GB RAM, 750GB, 15.6" Intel HD Graphics 4000