1. You should not have to buy Linux - it's free
http://distrowatch.com/
2. Linux systems do not play games designed for Windows - however you can run some of them by using a Windows emulator, or a program like WINE.
3. I've not used Yellowdog but notice that it's not ranked very high as a popular distro.
4. Many of the more popular distros include WINE in their setup package.