They also cost a bit, and require a full copy of Windows, which will run you some money, too. There are emulators you can buy, like Parallels and VMWare Fusion, but these never quite pan out, in my experience, as they always seem to be fraught with issues when connecting peripherals, mice, etc.
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.