Just wanted to run a couple of little games on my comp that i can only find in .exe and was wondering if there was an app that would let me run them in OS X
Crossover works well for some, not all programs.
Parallels in Coherence mode works with all programs and integrates with OS X. Just be careful of malware.
Yes you can do it for free. Try Darwine. Your app is not guarunteed to work, though. Simple things I've had success with like running Foobar and Blackbird.