Smeezekitty,
You need to do some research before you let your fingers start typing. Games.co.uk is a legit site that you can play games for free on (kind of like playing games on yahoo or pogo). They also offer games that you can buy. If you buy the game they will either ship it to you on cd/dvd or you can download it and they will email you the registration key. There are a lot of online stores that now offer a down loadable version of any games that you legitimately buy.
Keep in mind that not all downloaded games are pirated games.
Gunner,
I believe you will need to set up a virtual drive to run your games. This will trick the computer into thinking that you have the cd in the actual cd drive. Now I am not familiar enough with setting one up to advise you on it however there are others on here that I am sure will be willing to help you with this.