I know there is no official SDK for Windows, which is very annoying. Is there any way to develop applications on a Windows computer, other than somehow running a Mac OS in V
This really comes down to how much you value your time. As the other posters have mentioned, there are a couple of ways you can build iPhone apps without a Mac. However, you are jumping through serious hoops, and it'll be much more difficult and take longer than it would with the proper development chain.
You can buy a second-hand Mac Mini for a couple of hundred bucks on eBay. If you're serious about doing iPhone development you'll make this back in saved time very quickly.