If you're doing it for the purposes of playing Zoo Tycoon 2, you could look for a copy of Windows XP for maximum compatibility, but looking and finding are two different things, and if you do find one, installing XP to an online computer comes with some security risk.
The main drawback of this approach would likely be procuring a copy of Windows.
I have about an hour's worth of experience with Apple computers so don't know off the top of my head how to do so, but I believe the gist is to create a partition on your hard drive, install Windows to the partition, then use a piece of software to manage which OS you boot into on startup. Your best bet is do as Matt says, install a copy of Windows onto your Mac. If you want to have a fiddle, this is probably the most likely to find success with: Home - PlayOnMac - Run your Windows applications on Mac easily! and a cursory glance tells me that nobody's had much luck from that angle.
There are ways, but they invariably involve you using some form of emulator like W.I.N.E.
