If you have OSX 10.5, you can use bootcamp and install windows on your Mac along side OSX. All my friends which got computers for college all got Macs, and for their gaming on the go, used bootcamp to install XP.
This allows you to run windows programs inside of OSX, but it doesn't work with everything.
And there is actully a decent collection of games for the mac. Not a lot, but a decent amount. It's just that no one is really advertising "RUNS ON OSX", that and most people don't know and simply say that there are no games on the Mac.