| not sure it will work for you, but check out Wine and WineX.  i would try Wine first which probably already has a distro available from your package manager.  ive run both, but WineX i only ran playing games.  ive actually done windows development (not in B3D) using Wine. 
 http://www.winehq.com/ (Wine)
 
 http://www.transgaming.com/ (WineX)
 
 if you do manage to build EXEs using one of the above projects, be sure to test that EXE on a native windows machine to be sure it will work for you.  i think the general consensus in any development is to build the final distribution EXE on a native machine just to be sure.
 
 
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