Just say no. When hearing about Cross Over Games for running your Games for Windows with Mac OS X I thought wonderful, no more need for Bootcamp! After trying to play Half Life 2 E2 with Cross Over Games, it doesn't work. The installation from CD (Orange Box) took hours and then insisted on changing to the second CD. Problem was, my MacBook would not eject the first one because it was in use by the installer. Next try was downloading H2 with Steam. Took over 2 days and several tries when it stalled several times. In the end all was downloaded, but the game didn't start. What a bad experience. In no way is this an alternative to Bootcamp.
Update: Got Episode 2 running in Bootcamp after resizing the partition and using iDefrag (worth the $35) and reinstalling XP. E2 is one of the best games I've played in 25 years.