RunDroid dual boots Android and Windows Mobile on the HTC HD2
Which is where RunDroid comes in. You download the app, use a file manager in Windows Mobile to locate and run it for the first time, and then set it to autorun at boot. And that's it. From that point on, every time you boot your device, you'll be presented with a choice of running either Android or Windows Mobile.
Android needs to be on the SD card for this to work, and Windows Mobile on the phone's main memory, but that's the most usual setup anyway. A neat fact is that you can even have multiple versions of Android on the same SD card apparently, and RunDroid will detect all of them and let you choose between them at boot.
To get RunDroid and leave feedback about it, go to the dedicated thread over at the XDA-Developers forum.