Until recently, many software publishers considered the software market for Linux to be too small to bother releasing software for it. Though this is beginning to change, most proprietary software does not run within Linux.
That being said, there are several Open Source programs that can replace these "essential" proprietary ones (see this section).
Give these programs a try; they often release Windows versions, which you can use right now. Take a look at their screenshots and feature lists, and see if they satisfy your needs.
If there is a piece of software that you absolutely cannot work without, then keeping Windows is probably a good choice. However, you can have both operating systems installed (often called "dual-booting"), which can be used to suit your needs.
There is also a project called "Wine" which, in some cases, is capable of running a given Windows application in Linux. You can visit their homepage, which includes listings of compatible software, at www.wineHQ.org. Another option available is to emulate Windows itself within Linux, though this is typically not suitable for running high-performance programs.