If my boss knew that I'd once used Linux his head would spin. I actually took a Unix class for my OS requirement for my degree just so that I could tinker with Unix/Linux for a while. Dual booted my PC back around 2005 or so.
Are there people in the area that would participate if there were one (or are you not interested in MSUG?). If you were to start one up, you could seek sponsorship from Pluralsight, Telerik, and others. One of the UGs that I'm in gives away two Pluralsight one-month subscription cards and a Telerik DevCraft Complete every month. Those are nice perks. I believe Pluralsight also gives group organizers a free annual subscription, though I could be wrong on that one.