(1) Use BootCamp to create a hybrid partition, buy a Windows DVD, and install Windows. (NOTE: This is NOT running Windows inside of OS X.) Then you can choose at startup to either start in OS X or in Windows. When in Windows, you can use Windows apps----unless they are only for XP or something old like that.
(2) Use a virtual machine, such as Parallels Desktop, VMWare Fusion, or VirtualBox. (NOTE: This IS running Windows inside of OS X.) The disadvantage is it doesn't fully control hardware in Windows, so it is not great for playing games.
-- WineBottler rarely works. It is an app that wraps a Windows app inside an OS X application bundle to facilitate launching the Windows app while using OS X, and without spending the money on a Windows install DVD. Oh, excitement! It's FREE! But like I said, only a few Windows apps really will work with it, so it is a real hit-and-miss thing.