You can either install Windows on your Mac (next to your default Mac system, there's no need to replace the standard Mac OS) in order to use the dictionary, or you could use a virtualization software that lets you run a virtual Windows machine inside your Mac.
Additional details are available here:
http://store.apple.com/uk/browse/guide/windows
http://store.apple.com/uk/product/H6894/vmware-fusion-4
http://store.apple.com/uk/product/H7001Z/A/parallels-desktop-7-for-mac
