If you just need one program, you could try running it using Wine. This is a compatibility layer that allows you to run Windows software on *nix systems, which includes Mac OS X. Here is a tutorial to help you get started.
Note that not every Windows programs will run using Wine - you might need to experiment first. Or head over to the Wine Application Database for user reviews on how well your program is supported.
Alternatively, you could use one of the many virtualization options out there. Parallels Desktop and VMware Fusion are excellent but paid options, while VirtualBox is free (and it works great too). However, you'd need a Windows license to legally run Windows in this way.
Best Answer
I find the solution.
1.Finder Command + K -> Go to Server.
2.Then type in the server address.
3.Connect it.