Also, I just got around installing an ubuntu vm from scratch on my work 
laptop. This process takes about an hour in total (mostly due to 
downloading the .iso and updates). 
I just finished with it and julia started right up. (this assumes you are 
installing on a 64 bit windows platform.)

It's up to you if you want to try it. I just wanted to confirm that it does 
indeed work without a problem in case others run across this thread.


Download free vmplayer: 
https://my.vmware.com/web/vmware/free#desktop_end_user_computing/vmware_player/6_0
Download the ubuntu iso: 
http://www.ubuntu.com/download/desktop/questions?distro=desktop&bits=64&release=lts
Install the vmplayer following the prompts.
Start the player and create a new vm using the downloaded ubuntu .iso.
   
   1. Adjust hard disk size and memory for VM as desired.
   2. Say yes to pop up on VMWare linux specific tools. They are handy.
   3. You be asked to enter some information about your vm. Name, user, 
   password, etc.

Once the install is complete, log in to your new linux box.
Click on the Update Manager on the left side navigation buttons. Choose to 
install all the updates. You will need to enter your password for 
authentication.
After the updates are finished, open a terminal window (Press the windows 
key to bring up the dash, type terminal, and then hit Enter.)
Install git:
   
   1. Note: Use Ctrl-Shift-V to paste into the terminal
   2. sudo apt-get install git-core

Install julia:
   
   1. sudo add-apt-repository ppa:staticfloat/julianightlies
   2. sudo add-apt-repository ppa:staticfloat/julia-deps
   3. sudo apt-get update
   4. sudo apt-get install julia

Type julia and you should see the julia greeting

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