As an answer above noted, you will need a copy of Windows. If you have MSDNAA through your academic institution, you can get XP, Vista, or 7 free of charge.
You can install Windows on your Mac two different ways: a native install or through virtualization. A native install means installing BootCamp, repartitioning your drive, and doing other nasty things, while a virtual install requires a host application. For your purposes the free version of VirtualBox should do just fine.
Before you start this, you need to take into account the model of your Mac. Check "About this Mac" from the Apple menu and make sure that its an Intel Mac - PowerPC Macs can't run Windows at all.
For VirtualBox, installation is simple. Download, mount, and run the VirtualBox installer. Download the Windows version you want from MSDNAA - XP will likely work best in virtualization. Create a new Virtual Machine, and set VirtualBox to load the Windows disk image as its CDROM drive. Boot the VM, and install Windows as you normally would. There's a more in-depth guide here on Sun's website.
You say the course requries Visual Studio -- talk to your professor about using XCode (OS X's native development environment) or using GCC (the Gnu Compiler Collection) from the commandline. If your professor knows their stuff, they should be able to tell you at least about GCC. With the correct libraries, you should be able to develop and compile GUI Windows prorams with GCC, but you'll still need a native installation of Windows to make sure they perform as expected.