If you really want to get the most of WHS you would have it running all the time, if you have it on a dual boot machine then you cannot use any of the features of WHS while you are using the other OS.
WHS is not designed to be used as an every day OS like Vista or XP, it is designed to act as a server and sit quietly in the corner doing what its designed to do. If you try and use it as an everyday OS and try and install "normal" software on it, you should be aware that it can break.
Andrew