Must I compile on the target architecture?

[Jakob Jenkov via Digitalmars-d-learn]

> For Linux programs built on Windows... you'll prolly just want 
> to copy it to a linux box.

Thanks, both of you.

I guess the easiest would be to compile it on a virtual machine 
with the OS I want to build for. I mean, I could run a Linux VM 
on my Windows box and compile my code there. Or the other way 
around.