There are a few options when it comes to playing Windows games on Linux. Cedega is a great tool to allow you to play these games under a Linux system. I was recently browsing around to find the Cedega Download from CVS instructions and found the normal source that I got them from no longer had them. I was wondering if it was an issue with Cedega but came to find out that there is an easier way then that now.
Check out: http://winecvs.linux-gamers.net/
You can download a script called WineCVS.sh This script allows you to freely check out the source code for Cedega and compile it. WineX and other versions of Wine are also included. I would highly recommend paying for Cedega if you can afford it, if not its worth a shot to use the Cedega Download utility.