winex is at www.transgaming.com.
It is based on the wine project but with additional work geared towards getting windows games working and it is not free ($5 per month).
I'm a subscriber but I must warn you not to get your hopes up too much. There is a list of supported games and the extent to which they work under the 'support' link. NFS Underground is not supported at all at the moment unfortunately.
If you are an avid Windows gamer my advice is to either keep a Windows box or to dual-boot. Lots of people will probably tell you either that (a) there are some good native Linux games so you should play them instead or (b) that winex will totally meet your needs. (a) is missing the point and (b) is not true yet although I'm hopeful that Transgaming's work will bear fruit over time (which is why I subscribed).
You might find these links vaguely useful:
Linux Compatible (http://www.linuxcompatible.org/
Frank's Corner (http://frankscorner.org/