I take it you mean Frozen Bubble and Tux Racer?
Something you may want to try is open up a shell (Konsole) and type in frozen-bubble. I don't know if that's the executable's name or not, so type in frozen[TAB] (so, frozen and then hit the [TAB] key and file completion will kick in).
Post any error messages that you may get.


I can guarantee that *.exe files are Windows binaries. Using WINE (stands for "WINE Is Not An Emulator") is hit and miss.
I can play the game Fallout 2 perfectly, and Deus Ex (with no h/w acceleration) runs better than in Windows XP, but if I try to play DXBall, it fails miserably. Sid Meier's Alpha Centauri shows only half the screen, and the fonts on it are black on my machine. Diablo II wanted the CD in the drive (even though it *was* in the drive). Those are just a few examples.
If you run a program like Crossover Office (which you can't do on the live-cd portion, and you probably can't run any of the above stuff either on the live-cd), you should be able to run a large number of MS Office - type apps.
Even so, there's OpenOffice.org and StarOffice, which run natively in Linux.

If you're willing to do a HD install, you will find that there's a Linux equivalent to anything on Download.com or anywhere else. Synaptic and apt-get (Knoppix / Debian package manager) is a wonderful thing, if not overwhelming at first. There's 11000+ applications there. A lot won't make sense, but some of them will. And you can always ask.