Commercial Windows Emulation.
If none of the free software solutions used to run Windows programs on Linux interest you there are a couple, more specialized, commercial products that might fit what you are looking for.
CodeWeavers CrossOver Linux (Standard: $39.95 USD, Pro: $69.95 USD)
Built around the WINE Project, CrossOver Linux allows you to install and run many of today's most popular Windows games and applications on your Linux PC. Some of the supported applications include Microsoft Office, Microsoft Internet Explorer 6, Adobe Photoshop, Lotus Notes and Quicken. To see if your application is supported (or will run un-supported) you can search their compatibility database.
CodeWeavers CrossOver Games ($39.95)
Also built around the WINE Project, the main focus of CrossOver Games is getting your Windows games running on Linux. This is simply a specialized version of the above CrossOver Linux with a modified GUI and does a good job of making some of the more popular PC games playable on Linux. Some of the games which are currently supported, "out-of-the-box", with CrossOver Games are World of Warcraft, EVE Online, Guild Wars and a wide variety of Steam Games.