I would like to learn objective-c, but don\'t have a Mac.
How would I compile obj-c on Windows or Linux? I would prefer Windows, but Linux would be OK.
http://gnustep.org/ -- no experience using it, but it might be worth a shot.
GCC has an objective-C compiler. You may also want to investigate the GNUStep tools, which provide a clone of the OpenStep APIs (Which Cocoa is based on.)
If you just want to experiment, there's an Objective-C compiler for .NET (Windows) here: http://www.qckapp.com/index.html?p=ObjC
You can use gcc to compile objective c as suggested by the previous answers. But one thing is if you are planning this for iPhone development then mac is a must as the framework, simulator etc. are not available in other platforms.