How to run Linux on Windows 10 with "Bash on Ubuntu on Windows!" - Windows 10 Anniversary Edition
How to enable and using Linux (Ubuntu) on Windows 10 with "Bash on Ubuntu on Windows!" In this video I'm using the Insiders Build 14379 which you can get now OR you can wait for Windows 10 Anniversary Edition coming soon!
UPDATE: I failed to mention that you need to enable "Developer Mode" in Windows Settings. Sorry for the omission.