I think so!
So how did I do it? Well, it's not actually running on Windows, I guess. I followed the instructions posted here to get Windows connecting to a virtual machine running Linux using Putty and a sweet little program called XMing. That article wasn't very explicit about how to get the ssh daemon up and going though, so after some research, I found the apt-get command to use for Ubuntu:
sudo apt-get openssh-serverInstead of using VMWare, I used VirtualPC, since I already had a VM with Ubuntu Linux and Amarok installed in it. VirtualPC's sound emulation kinda sucks though, so I may end up trying VMWare Player with a premade Linux installation as suggested in the article and see if it's any better.
The cool thing is that now, I should also be able to run any other Linux applications in addition to Amarok, which oughtta be very handy.