how to install a game cd on ubuntu

can anyone help me out with installing this on ubuntu

 is the error message i get

[/media/BASEBALL/baseball.exe]
  End-of-central-directory signature not found. Either this file is not
  a zipfile, or it constitutes one disk of a multi-part archive. In the
  latter case the central directory and zipfile comment will be found on
  the last disk(s) of this archive.
note: /media/BASEBALL/baseball.exe may be a plain executable, not an archive
zipinfo: cannot find zipfile directory in one of /media/BASEBALL/baseball.exe or
          /media/BASEBALL/baseball.exe.zip, and cannot find /media/BASEBALL/baseball.exe.ZIP, period.

Add the wine repo and install wine:

In terminal run:

wget -q http://wine.budgetdedicated.com/apt/387EE263.gpg -O- | sudo apt-key add -

Now, this next bit depends on your release (find out with lsb_release -c)

For Ubuntu Jaunty (9.04):
sudo wget http://wine.budgetdedicated.com/apt/sources.list.d/jaunty.list -O /etc/apt/sources.list.d/winehq.list

For Ubuntu Intrepid (8.10):
sudo wget http://wine.budgetdedicated.com/apt/sources.list.d/intrepid.list -O /etc/apt/sources.list.d/winehq.list

For Ubuntu Hardy (8.04):
sudo wget http://wine.budgetdedicated.com/apt/sources.list.d/hardy.list -O /etc/apt/sources.list.d/winehq.list

Then run:

sudo apt-get update; sudo apt-get install wine

You can now run:

wine /media/BASEBALL/baseball.exe

Ubuntu isn't necessarily better, it's just different. Neither OS is superior. If you use Ubuntu, you will lose the issues inherent in Windows and gain the issues inherent in Ubuntu. The OS is the tool for the job, if Windows suits your needs then use Windows, if Ubuntu works for you then use that.

To run games in Ubuntu you need to install a software called as Cedega.Search for Cedega for Ubuntu and install it.You will not be able to play games through wine.

(NOTE: Cedega can only support till NFS MOST WANTED.)

Good Luck!

Cedega is a paid for piece of software, it is neither open source nor free as in money. If you want Cedega (crossover office is similar and also not free in any way) you must at least pay the one off fee of $30 (I think) to download it, you can pay a yearly support charge of $15 (again its my rough memory of it) for 100% support.

Cedega:
http://www.transgaming.com/

CrossOver Office (not just for MS Office):
http://www.codeweavers.com/