Q: Why can't I end my installation?

Option+command+esc will allow you to force quit an application.  You can force the CD to eject by restarting while holding the trackpad button down.

Barry

Hold the command and tab keys to switch to the Finder and from the Apple menu select Force Quit on the problem installer. (If that doesn't work, then press and hold the power button down to force a hardware shutdown.)

The disk should mount on the desktop where you can drag it to the Trash and Eject, or use the eject key on the keyboard.

If it refuses to mount or eject, reboot the machine holding the option/alt keys down and a row of icons appear for Startup Manager, keep pressing the eject key there and it should eject. Click the arrow under OS X MacintoshHD to boot up.

Next you need to check if the game is compatible with your OS X system, use the Apple menu > about this Mac (or open the System Profiler program in the Applications > Utilities folder) and find out your RAM, processor, video card (if any), graphics and OS X system version.

Then compare this with the developers site and keep in mind that older games may not run on newer OS X versions.

Also PowerPC based games will not run under later OSX versions of 10.7 or above.

Also to run third party programs in 10.8 or higher, requires System Preferences > Security > run programs from Anywhere, or the control key held and clicked on the installer and "open" chosen to bypass Gatekeeper.

Software for Windows PC's do not run on OS X, however it can if Windows is installed via BootCamp or virtual machines software

If it's a 3D game, then check your Mac's ability to be even able to run it.

Determine your Mac's ability for 3D games