Transgaming released 6th version of Cedega (application that lets you play Windows games under Linux). From TFA:

The addition of Shader Model 2.0 support enables recent games to be played at the highest detail settings; a superior FBO implementation provides better overall graphics performance and compatibility with DirectX® 9; improvements to the ALSA support provide a better audio experience in the game and allows users to listen to their own music while in-game; and a new memory allocator, coupled with other enhancements, has improved the performance of games

Read more about Cedega at Wikipedia. Also, Wine is an excellent choice (and is free; and you can easily install it from repositories).