A copy of crossover games would be the best way to go. If you want to run windows games on Linux.
For me, I am done with running Windows games on Linux, and Windows games on Windows. PC titles are in such a bad shape that they won't even run good on Windows. Not mentioning the games like Fallout 3 which have the hideous windows live system attached to them.
Furthermore, Svartalf said some intelligent things about why you shouldn't buy Windows games for your Linux machine on these forums. I suggest you look them up and think about them.