PlayOnLinux is an add-ons for "Wine", with whom you can install Windows Games in Linux. You can also install other windows applications for example Microsoft's Office 2009.
Admittedly that isn't a currency of illegal programs, because you need an orginal CD/DVD to install these programms.
If you want to play CS you can also install Steam for Linux.
If you have Ubuntu 9.10 the installation of "PlayOnLinux" is very simple. You only have search in the software centre for "PlayOnLinux"