I've heard some bad stories about alienware laptops, and I think one member here actually bought one and returned it. Also keep in mind that Dell just bought Alienware, so there's no telling what will happen to your tech support. Dell supposedly makes a good notebook, so you might give them a try. If not them, you might consider a MacBookPro and dual boot it with Windows XP.
Yeah, I don't know much more about it, except that it can be done. I think the problem at this point is the lack of working windows drivers for all of the hardware in the MBP, but that is slowly getting resolved. That I think is mainly because MBPs use a new BIOS chip, which winXP is not designed to use. Windows Vista should be able to handle it with no problems.