I got email from Philip Edney with a hint that how you can install Windows SharePoint Services 3.0 Tools: Visual Studio 2005 Extensions (VSeWSS) for none-Windows 2003 server OS. Of course since that's not supported you'll have to do small registry hack (but that's what developers do :-):
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Shared Tools\Web Server Extensions\12.0]
I just tested it with Windows Vista and it works! Before the hack it gives me "This product can be installed if Windows SharePoint Services 3.0 has been installed first." and after the hack it went fine. I think there're a lot of people who would like to try/use this option even if they fall for unsupported mode.
But thanks to Phil to let me know about that possibility! Update: Phil mentioned that he actually got the information from Raju Sakthivel so the credits chain just goes on and on 🙂
Anyways... Happy hacking!