I play Windows games on my ol' Macbook using Bootcamp :)
It's a process to set up but it makes it so you have both operating systems and can switch between them whenever (by restarting your computer and selecting which one to boot into). It's worth it though if you can figure out how to do it or get someone more computer-savvy to help you. Now I have the best of both worlds on my Mac: I can install & play Windows-only games on my Windows partition, and install & use Mac-only programs on my OS X partition.
(The virtual machine idea that Matute295 suggested is also a fine option, but games will run better if you actually have Windows running on your computer via Bootcamp)