Yes, MIT provides XP Professional and Vista Enterprise for all students, faculty, and staff through the Microsoft Campus Agreement at MIT. You can download an ISO or ZIP of the installer from http://msca.mit.edu (make sure you have MIT certificates first). If you download Windows XP, you must install within five days of downloading; however, if you download Vista, you must be connected to the MIT network ("MITnet") when installing.
You can, but you don't have to. If you're running Ubuntu or Debian, SIPB's Debian-Athena project provides an APT repository for most Athena packages, notably including Kerberos, AFS, and programs to manage lockers; this will let you run essentially all Linux-Athena locker software on your own computer. You can even set up your machine to accept Athena logins (and use your Athena account) if you so desire. Take a look at http://debathena.mit.edu for more details. (And if you need an Ubuntu CD, you can pick one up from our office in W20-557.)
For those of you running Red Hat Enterprise Linux (which is incidentally available free for MIT users), IS&T provides official support for running Athena applications. http://web.mit.edu/ist/topics/linux/ contains more information about interfacing RHEL with Athena.
If you are a student, you can obtain a free copy of Matlab for your Windows, Macintosh, or Linux computer from http://matlab.mit.edu. (Note that if you're using Linux, you can use one of the setups described in the previous question to run Matlab out of its locker directly.)
The license agreement that MIT has with MathWorks requires that your computer be connected to the Internet whenever you are using Matlab, to contact with the MIT license server. If you are connecting from off-campus (not including FSILGs), you'll need to use MIT's Virtual Private Network (VPN) service to contact the license server; see the last question.
MIT also provides Maple and Dreamweaver free to students, and Mathematica at half off the standard student rate. See http://web.mit.edu/ist/topics/software/ for more information on these and other software available through special MIT licenses.
Because of a computer error, the column was cut off prematurely in The Tech's printing. The remaining topics intended for this column, covering remote connections to Athena and the VPN client, will be included in tomorrow's column.