Wine works really great, there has been a lot of improovements the last months. I am using it here, and as i am a gentoo user i cant really help you installing it. But it shouldnt be a problem, just search for a wine packet for your distribution and install it. Wine will configure itself, and mostly you dont even have to do something (except amd64 and copy protected games - but with some work even that works).
http://appdb.winehq.com/ Helps you to see how well your favourite games are supported
Hope i could help...
edit: http://appdb.winehq.com/appview.php?iVersionId=3603 - Call of Duty has got platinumn state. It should work very well(and there is a howto there also ... )
maybe something usefull for the linux users: I just found another kernel that seems to be the ideal cruncher system. It optimises the cpu-scheduler towards crunching. the trade off is a bad interactivity, but who needs interactivity if the machine stands in the corner and just crunches... ( http://forums.gentoo.org/viewtopic-t-492040.html )
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