Currently Being ModeratedApr 30, 2011 9:41 PM (in response to ike65)
in order to use a BootCamp Windows you have to reboot your Mac. There is no other way.
You might wanna tryout BootPicker http://www.apple.com/education/resources/bootpicker/ instead of the Option-key.
To run Windows alongside OSx you have to use some Virtualization app, like the free VirtualBox or the commercial Parallels or VMWare Fusion.
But all of them are not really meant to run games.
Currently Being ModeratedMay 1, 2011 10:40 AM (in response to ike65)
Running Windows in BootCamp is the way to go for gaming. Beats the heck out of a virtual Windows since in any virtual you are running Windows as an application and using twice as much CPU and RAM. Booted to a Bootcamp drive your Mac is a PC and will use all the hardware components directly with native Windows drivers. Works pretty well, in fact.
You can select your Windows drive in Preferences -> StartupDisk. Or you can use the Option key method like you already mentioned.