Go to "Applications" (at the top of the screen) -> then "Add / Remove Applications" -> then "Games".
At the top of the Add / Remove Applications box, make sure you have "Show: All Available Applications" selected.
If you still want to run Vista, you can run a virtual machine inside Ubuntu. Download Sun's VirtualBox, and install Vista with it. Then you can use Ubuntu, but still have Windows for games - if you want.
***EDIT***
I just noticed that you emphasize *free*. Almost all Linux games and software are going to be free, and can be downloaded with a few clicks in the Applications menu.
Take the time to get to know Linux and Ubuntu before you get mad at it.
***EDIT 2***
Sorry, just read marcusj0016's reply and had to comment.
1) What problems with Linux and Ubuntu? I'll admit, it doesn't have great game support, but what problems? Lack of viruses? Stability? Free software?
2) Most any software is available in the repositories. Ubuntu also supports .deb files, which is basically the same as a .exe file. I've been using Ubuntu for 2 years and I've only had to install one program from the command line.
3) No apps or games? You obviously didn't look very hard. No support? You must have not heard of this little thing called Google...
4) Played for a couple of hours? Ubuntu is completely different from Windows, you might have well said: "I tried learning a foreign language for a few hours, but I gave up because it was hard!"
5) Mac is *not* Linux based and Ubuntu is *not* Darwin based. Mac is based off Darwin and freeBSD and Ubuntu is based off Debian. All of those have roots in Unix, but they are all distant cousins to one another.