The most popular way to do this for free is using VirtualBox from Sun.
You can use that to run a virtual PC which has Windows on it and then install OCAD and/or PurplePen on the virtual machine.
The steps are:
There is plenty of good help about how to do this on the web, not specific to OCAD or PurplePen, but which will nevertheless help.
There is other software available for doing this, both free (VMWARE) and commercial (Parallels), but the Virtual Box approach seems to be the most popular at the moment.