Darwine?

Hello,

I want to open *.exe files while using 10.6. I heard this is possible with Darwine, but it doesn't seem to work at all.
I want to run simpler games up to Stronghold without installing Windows, this must be possible somehow. I even fail at running "n", a 1,3MB large game.

Am I doing something wrong? Or can someone give me a crash course?

Thanks in advance.