I use Linux for my PC and Linux for gaming, but I don't use my PC for gaming. My PC device is a laptop built for desktop tasks, which I currently am using Linux Mint 14. My gaming device is a Playstation 3 which also runs Linux.. Even though it is Sony's custom build of Linux.
If you are talking about Windows specific gaming then you aren't talking about gaming in general.. You are talking about Microsoft gaming. Of course you can't do that on Linux.
But.. Now that Steam games are on Linux.. You can pretty much play any games you want on Linux.
End of rant. LoL.