What you're really looking for is a program that can run windows programs, and/or games under linux. A good example is Wine or WineX. Wine is free, while you have to pay to get WineX.
You can run Wine on many (if not all) Linux distributions, or linux version as you called it. But i can recommend
Mandrake linux if you are new to linux. I use Mandrake myself, and have never run into serious problems
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Visit
http://www.winehq.com for the free version of Wine
Visit
http://www.transgaming.com/ for the nonfree version of Wine (WineX 3.2.1 is the latest i think)
You can also use bittorrent and download it directly from
www.suprnova.org
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Siden du er dansk, regner jeg med at du kan engelsk. Hvis dette ikke er tilfelle kan du ta kontakt med meg på irc: #vormedal@undernet, nicket mitt er cycopy