Migrating from windows to linux is not impossible. Many people do it every day out of there in the world and they are all (really all...? well, the intelligent ones...) very happy with their decision. This site is however not supposed to give a guide for such a migration. I just want to give you some hints for your work at the EUI, for the case you have decided to make the great change in your life.
One of the first questions people at the EUI ask when they hear about the possibility to change to linux is: "and can I also use Endnote under linux?". The question is very interesting because it shows the dependency on two awful programs: Microsoft Word and Endnote. I am saying "awful", not "useless".
Well, the answer to this anxious question is very simple: yes and no.
There is a better, native solution for linux (apart from using latex solutions, of course): the combination of OpenOffice and zotero. There is a very good view tour for learning what zotero is and how zotero works, here. You can also import your bibliography from Endnote to zotero (disclaim: I do not know whether the import filter works very well...).
How to make zotero and OpenOffice interact on your system, is very easy:
You can now insert bibliographical items out of your zotero database into your OpenOffice Document. By the way: this solution works also under Windows, with Word as well as with OpenOffice.