Well, you could try an emulator, like VMWare, but those can cost $$$.
The best bet, IMO, is to use Wine, and/or its "kissing cousins": Crossover Office, and Cedega. Wine is free, CO and Cedega have a small cost.
) is the one for games. It has proprietary DirectX libraries, which is why you have to pay for it. It isn't perfect by any means. There are a lot of games that don't work well (or at all!) under it, but it is better than nothing, most of the time.
Unfortunately, if you *really* want games, you will be dual-booting for some time to come.