Yep, that's about right. Wine and some gaming setups can be a pain with Linux, not because there's a problem with Linux, but because you're basically asking one system to pretend it's another. (There are other reasons, like windows libraries that are badly written, and wine actually has to build those bugs into itself, or programs won't work.)
There are commercial attempts to ease this transition, and if you have the time you can do most of the work yourself (it's mostly a deal of telling each program where it's parts are, and what to do with them).
Gaming using wine is "mostly pointless". You might find a few that work, but your best bet is to find games that work natively in linux (there are quite a few nowadays, usually the most popular games.). Of course, it's always nice to mention to your favorite game producers that you're fond of linux, and you'd appreciate them considering a port.
My thoughts on this are somewhat cynical, but windows makes a decent gaming platform. Not because it's better, but because you expect it to screw up at some point, so it's no big deal. Kind of like a console system, you just make sure to save often.