As for now, i don't see the difference between changing from XP to vista and changing between xp and linux. Thanks to "wine" (very easy to use) gamecompatability with the current games is most probably even higher in linux than it will EVER be in vista.
terminal:
apt-get wine
wine cdrom/setup.exe
wine /home/sephiroth/oblivion/oblivion.exe
that's how easy installing and running oblivion is. if that's hard or even advanced you can blow me