Have a look at this article, it's about a year old but still pretty accurate regarding Cedega.
Linux Takes on Windows Gaming
Here is a link for installing
Cedega on Gentoo.
I've never tried using it myself, personally I couldn't see buying a monthly or yearly subscription to maybe play games that I already purchased. If you want a dedicated gaming rig I'd suggest purchasing a copy of 98 SE or Win2K, you could probably find them pretty cheap on eBay. At least with that route you would be guaranteed compatibility.
Or you could choose to try Cedega. If you do go the Cedega route please post back and let me know how its working for you. :question: