Using spaces with full-screen applications

I'm new to macs (just got my first mac two months ago), and I have a question about Spaces.

If I'm running a full-screen application (like Spore, Sims, or some other game), is it possible to use Spaces to open a new virtual desktop? I want to be able to check email or do other things without quitting whatever app I'm running.

Thanks.

Depends on the application but you can always CMD + Tab to switch