If you often need to run Windows software in your Linux machine, you will have to use a software emulation tool such as Wine or CrossOver. Recently, CrossOver XI has been released which supports a lot more software than before.
CrossOver XI comes with support of Mac OS X 10.8 'Mountain Lion' scheduled to be released this July. Some of the best games and apps like Civilization V, Diabo III, Portal 2, Rift, Star Craft II, Adobe Photoshop CS2, Call of Duty 2 etc can be run effectively. You can find the list of apps that can be run in Crossover here
CrossOver is available for a free trial, and one year of support and upgrades costs $59.95. You can order CrossOver XI from this page.