This thread might be slightly off topic but there's no point telling the techies who knew this stuff 5 years ago.
For a non-techie like myself I only recently discovered you can play arcade games or old computer games you had as a kid, on your PC.
You need to download an emulator (makes your PC think its an arcade machine or an old 1980's computer). MAME is the emulator for arcade. For old PC's it depends on what you want (Amstrad, Commodore 64, Sega etc), we had an Amstrad 6128 so the emulators are WinAPE or Caprice (see cpczone).
You then download the games you want (for free) from romworld etc (arcade) or TACGR for Amstrad. Its not that hard to do.
I'm only getting the games I played before, for the nostalgia thing so, to date I have:
Arcade: Space invaders, Phoneix, 1943, Streetfighter II, WWF game, Double Dragon.
Amstrad: Rick Dangerous, Gryzor, Target Renegade (the last 2 still to work), Match Day II, Hunchback II.
Give it a go, great nostaligia, great fun. Particularly if you dont have a console (as I dont - waiting till the nipper wants one).