Kali 2.0 on Windows & Mac
I have been playing with some penetration testing tools lately. The most common distribution is Kali Linux. If you are just getting started with Kali Linux I recommend using pre built images in a virtual machine. Offensive Security who sponsor Kali have created some free images.
On Windows you have a few choices for virtualisation software however only Vmware player, workstation or virtual box work with the images.
Virtualbox is open source and free where as vmware player is just free. Personally I preferred vmware player in terms of interface however both are more than adequate.
If you are on a Mac either Virtualbox, again free or vmware fusion which is around Â£68. It is also possible to run it on Parallels for Mac which costs around Â£68 apparently. Here is the official guide.
All the products listed have business orientated versions either in either license use terms, extra / advance features or both.