For games you are better off with
Cedega (WineX). There is a small cost associated with this and it isnt really free in either sense of the word.
They do make a free version that is available via their CVS but it isn't fully featured.
For General apps, WINE is the best.
This is a very useful resource for getting popular applications working.
Also, If you have lotsa money you may also consider VMWare Workstation; they have a free 30-day trial on their website.