No you can't run apps unless you install windows. You can then run windows either virtually, as in you can run windows XP in a mac osx window. Or you can use bootcamp, which wil allow you to boot completely up into XP.
As for a port on the side, the MB has usb and firewire only, no PCMCIA or whatever it's called. Only the MBP has that.
I wouldn't rely on Crossover to do anything serious. However, VMWare Fusion will make it seem that you are running windows apps in OS X. Although, you will need a copy of XP (or Vista) if you want to go down that path.
Another alternative to running Windows apps in OS X is DarWine. Like Crossover, the number of apps that work are limited and, as far as I know, there's currently no sound support, but it's free and if your app works, it works quite well.