How about trying CrossOver Games, which costs money (more money than free, less money than buying Windows to run Parallels with), $80 to be exact? It works like a charm. I have an iMac and you can't even tell that I have a Mac if I showed you screenshots. They look the same, the lag is minimal and there is nothing wrong with the game itself. I installed it and it works fine with minimal graphic problems. You can get a free download of it here.
It is legal, as well and it is made by an established company with a proven record of making things like this work on a Mac. Rather than pout and flame about how Macs suck because they can't play GW, go try it and then tell me that I or Macs suck...
