Yeah set up a small partition with XP just for playing games. Should run most Win games pretty smoothly as most Macs have reasonable graphics cards.
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surely it depends which macbook it is doesn't it?
the old ones (pre-unibody design) have integrated intel graphics cards that are wank, and reputedly not much cop for gaming. If it's a new one with the glass covered glossy screen and aluminum body it should be fine for most games on Winblows or OSX