Running windows applications in Linux has become very much easy. Last time I tried it was not that easy and screen size of graphics application was not good... but that was more than 5 years ago. It is now just as simple as 2 steps:
1] sudo aptitude install wine 2] wine [name of application]
I tried about 3 applications and did not encountered any complications. A sample screenshot of Diablo II (one of the 3 applications I tested) in my Ubuntu Box is shown on the left.