There’s Boot Camp, which allows you to run a full copy of Windows right on your Intel-based Mac, but it requires a reboot to switch between OS X and Windows environments, which can be tedious. There are a few options for running those PC games on Macs, of course. The reasons for this are manifold, including mid-level integrated graphics chips and less customizable hardware, but it shouldn’t be this disparate. Even on Steam, the leader in cross-platform computer game support, most games run only on Windows.
The Mac may be a better computer than a windows box, but even so, most games don’t support OS X.
PC games: they can be the bane of a Mac gamer’s existence.