Now that intel chips are going into macs, you can make one a dual boot system and load windows too. Older versions of links can load with the mac OS, but it was not compatable with online play.
Buy the new Imac with the intel chip and you can get the free Beta program Boot Camp. With Boot Camp you can run Windows XP or Vista but you must have your own copy of XP or Vista.
Thats what i'm running now with no Problems.
I have tried to load Links 2003 on my IMac using Crossover. The program can be installed but the comp cant read the CD at runtime since it is copy protected. I read the same issue exists with running Parallels.