Hi *
    I write a howto "colinux support debian live" in wiki
http://wiki.debian.org/DebianLive/Colinux
 
the colinux support debian live(iso) directly in windows with the modified initrd image and some hooks.
details about initrd image modification and hooks is availabe in wiki
 
1)support swap
2)support persistent
3)support X (XDMCP) (windows side need x server , e.g : xming)
4)support network
5)support sound.( pulseaudio need  for both  windows and debian live)
 
download the initrd image , configuration , cow image and hooks from
http://wiki.debian.org/DebianLive/Colinux?action=AttachFile
 
you can run debian live http://live.debian.net/cdimage/release/ in windows via colinux 
get another full desktop ( KDE , GNOME or  XFCE ) over windows in few minutes
 
Best Regards
 
Wufu Chen