You can install custom 'wrappers' which allow you to run or install Windows software on your Mac. This program also requires you to have a copy of Windows (money!). You buy Parallels Desktop (costs money!) which doesn't require you to reboot your Mac every time you want to use Windows.
The problem here is: Should I buy a Mac just to install Windows on it? (I believe you have to own a copy of Windows, too which costs additional money as well.) You use Boot Camp on your Mac to run Windows.
I know there are several ways to play Windows games on a Mac. I've always been into gaming, but playing Starcraft 2 over and over gets really boring once you think about all the possibilities you would have if Mac ran Windows games natively. No big games (with the exception of Portal 2 and Starcraft 2) have been released for Mac this far. I've always been a Mac fan and the way game developers treat Mac users is just sad.