Traditional methods of installing a new system requires you
- to stop everything else you're doing
- to shutdown and reboot, most often a slow CD/DVD
- to waive net access for the most critical parts: configure & booting

I really hate it - it's a try-stopper and kind of 'system lock-in'!

Virtual machines are a nice way to try things out - sadly, to go real you still have to go though the traditional way - unless you were installing into the real world
- in a partition on your hard disk.

This is how to do it with VirtualBox (PUEL)
# Add yourself to the group disk if not already
usermod -a -G disk <yourself>
# logout & login again

# create a partition and a vmdk eg. partition 3 from disk /dev/sdb,
VBoxManage internalcommands createrawvmdk -filename /home/<yourself>/.VirtualBox/HardDisks/zw64-sdb3.vmdk -rawdisk /dev/sdb -partitions 3 -relative -register
# create the virtual machine and make sure '-rawdisk' = 'vbox storage' to match the real world
There you have it - a virtual disk you can install into, say Zenwalk's alpha iso and try it out in both worlds: real & virtual

DISCLAIMER: I'm not responsible for what you're doing - read the VirtualBox manual first.