I don't understand why you purchased a mac if your intentions was to run windows. You could have gotten a good laptop that could run the games you intend to play. Based on your questions I am assuming you are new to computers in general which makes me think a mac was the wrong place to start.
Depending on the game there may be a mac alternative. Steam has a mac section you can go through to see what you can play and what you can't.
The 13" pro won't handle games too great anyway as it has the integrated intel GPU which means it is pretty bare bones in terms of gaming. You won't get too great of performance even in Windows.
I am sorry to say but you would have been MUCH better off with a laptop already running windows if your primary purpose is gaming.
The only way I would ever recommend the Air or the 13" Pro models is for someone who just wants a Mac or wants a more portable Mac for work purposes. If that isn't your intentions there are some really good laptops in the $1200-1500 range.
EDIT: Keep in mind I am saying this if your primary purpose is to run windows on the mac. If you are installing windows to run certain applications or to test certain things/compatibility reasons... well that is perfectly acceptable.