Gaming in linux, once a fantasy, is now a reality. Apart native linux games that require no explanation, and running Windows ones in Virtual Machines that can have poor performance, and require running a Microsoft OS with all the associated housekeeping, running Windows games under the http://www.winehq.org/ Wine Windows emulation gives you the best combination: lots of games, high performance, no hassles with viruses, updates.. But it can be still a bit tricky to install.
Actually, due to the abysmal http://www.phoronix.com/scan.php?page=article&item=681&num=2 lack of performance of Windows Vista for games, Linux (or MacOS) may be the most logical upgrade path from Windows XP.
Here are the advice I can offer from my experience