Play Windows Games on Linux
Linux Journal Gadget Guy Shawn Powers walks you through how to play Windows games on Linux.
Some of the links Shawn mentioned in the video:
Crossover Games (cxgames)
Wine (Wine Is Not an Emulator)
Wine Doors is an open source Linux application designed to help
install a wide variety of Windows software using Wine. While it
didn't always work as expected, the interface and ease of use makes it
worth checking out!
Play On Linux
Play on Linux, while still free, takes a slightly different approach,
and creates a "hard drive" for each game you install. It automates
the setup process, and like Wine Doors, installs Windows applications
IEs 4 Linux
IEs 4 Linux isn't really a game installer at all. If all you desire,
however, is to have a version of Internet Explorer running in Linux
(for proprietary websites, code testing, or just plain masochism), it
makes the process VERY easy.