I need to start by saying that I have no experience with the Gumstick processor... however, I do have Linux and Linux-in-windowns programing (we use GCC for our secondary processor).
First, check out Cygwin, you can run many command-line linux applications in windows using this. It is essentially, a linux terminal you can run in windows.
Cygwin
My guess is that the Gumstick is programed with (or can be) with the standard GNU GCC C compiler. This along with the correct flash utility and Cygwin you *should* be able to do what you want.
If you still want to run Linux on your laptop, try a "Live" CD. I suggest
Ubuntu or
Knoppix
Hope this helps!