You can run Windows programs on the Mac in 2 main ways:
1) You partition your drive and you run OS X on one partition and Windows on the other. If you want to use OS X programs, you boot into OS X. If you want to run Windows programs you boot into Windows. This option is called Bootcamp by Apple -- they provide special drivers which allow you run Windows with the keyboard / touchpad, sound and so on. Bootcamp runs Windows natively -- it's not different than running it on a 'PC' computer. The downside is that you have to reboot into each operating system, so you can't run OS X and Windows programs side by side, so it's not as convenient as option 2 (although under 10-second boot-times on recent Macs makes this much less a problem than it used to be). Setting up Bootcamp isn't particularly difficult as Apple provides a specific program (Bootcamp Assistant), and you'll find plenty of tutorials on the net to talk you through the process. But of course, you're playing around with partitioning your disk drive and there's always some (very small) scope for problems with that.
2) You install special 'virtualisation' software on OS X, which allows you to run a full copy of Windows inside OS X in a 'virtual machine' (VM), swapping between OS X and Windows programs at will, and copying / sharing data between them freely. The most common virtualisation software is 'Parallels', 'VM Fusion' (both paid) and Virtual Box (free). Each has its merits and drawbacks, but again there's a lot of advice on the net to talk you through it. Because Windows is running on top of OS X, this option is obviously not as quick as Bootcamp, but it can be perfectly acceptable (or better) depending on your needs and it's obviously a lot more convenient than Bootcamp.
Which you choose is up to you and your needs. Neither option is particularly difficult to set up if all goes well (which it normally does in my experience) and there is loads of help available, but of course that depends on your level of comfort playing around with software! The advantage with both is that you get the best of both worlds, Mac-quality hardware and the availability of both Mac and Windows software. Personally, I'd never consider PC hardware while either of these options remains available.
BTW whichever route you take, you'll need a fully licensed copy of Windows.