Currently I am using Ubuntu 11.10 and I have tried installing Windows games with "PlayOnLinux" but all the games I tried to install it displays an error (it says that the program should be closed). Please what can i do?.
Desura is a software that allows to play games on Ubuntu, but most games are not free. You can find here installation instructions:
I faced the same problem (Excel, not games) and finally installed VMWare Player. Just install the flavor of Windows you like and after that install the game you want to play.