Chscag's response is correct, however there may be an alternative. There is a Windows version of that same game available, and it's possible this will run under WINE. WINE is a piece of software that basically tricks Windows software into thinking it's running in Windows. Sometimes this works and works very well. Sometimes not entirely well. And sometimes not at all. When it does work well, performance is about as good as if you were running the app in Windows because you don't have to emulate the hardware, unlike SheepShaver where the emulator has to emulate the PPC hardware. Of course if you don't have the Windows version, you'd have to determine if buying it, then attempting to get it to run under WINE is worth the effort and $$$.
There are a few different pieces of software for OS X that utilize WINE.
CrossOver is probably the easiest to use, but isn't free. It does have a free trial though. If you know what you are doing, you can try
Wineskin. This is my personal favorite because it wraps up Windows apps in a nice, tidy little package that looks just like any other app for OS X. And it's free!