Cedega can be downloaded if you subscribe to their site, which I think costs $5 per month (and you only need the minimum, I think it's 1 month or 3 to be able to download). Cedega is the most recent version of WineX, but you can get Wine (it won't have all the fancy gui stuff and the directx8+ support) for free, check you rpm manager in Mandrake, I know it has it (I use Mandrake), and add the cooker to have the most recent version.

Win4Lin and vmware can be gotten from emule and similars, but then that wouldn't be legal.