The simplest way to achieve this is to run a "Windows Virtual Machine" as a guest OS. Vmware workstation is expensive but you can download the server version for free-- a bit more fiddly to get it to work but great product.
The Free stuff
If you don't mind spending a small amount of dosh (around 40 USD) you can get Parallels which will also allow you to run Windows as a guest OS.
So long as your windows games don't make any direct hardware calls they should run fine on a VM.
Note you'll need to Install Windows as a VM so you'll need your original Windows CD's or files.