I don't know how true it is. I play Counter Strike Source sometimes, which is DX9, but it will not play through Fusion.
EDIT: I check my version of Fusion and it is only 1.1.1. I'm updating to 1.1.2 now, but unfortunately I no longer have the game on my computer. If you go a Google search for the name of your game with VMWare or Fusion in your search, I bet you'll find someone out there talking about whether or not it works.
In the end I personally think you're much better off just running it via Bootcamp. Yes reboot is a bit of a pain, but it honestly only take a couple minutes, and that's not a big deal when you consider you're already taking time to start the virtual machine and boot up windows that way. Plus even when games to work through virtual machines, I've heard that playability and framerate are severely reduced, which kills any fun of playing. Just take a minute to reboot IMHO.