Depending on how intensive the app is, I would go for some sort of virtualization software such as VirtualBox, VMWare Fusion, or Parallels. This allows you to boot a windows virtual machine while your mac is running, and have two systems working side by side. If you are worried about security then just don't go to any shady website on the windows side. If you are still nervous could also install a free antivirus program such as Avast! on the VM if you want.
Running VMs can slow down the computer if you don't have a lot of RAM or a particularly powerful processor, but running windows XP on my MBP works great. I use VirtualBox and have even played some games like Rollercoaster Tycoon and have had no issues.
If the programs are going to be CPU/GPU intensive, then I would go with actually installing Windows onto the Mac using bootcamp. This will give you the full power of the hardware using windows, but it's a little more of hassle since you have to reboot every time you want to change OS's.