Oh dear Lord! You must be one of the few people left in the world still struggling on with Windows ME. Chances are you can update to Windows 2K or XP on the same hardware and get miles more performance and reliability. Seriously, WinME is an accident and traffic-jam looking for somewhere to happen. Get out of that rut now!
And if the games you want are seriously not going to work on 2K or XP (and most will quite happily, it seems), make it a dual boot to Win98 or even straight DOS instead. Win98 has support for most usual games devices and is mostly reliable, but is a chunky lump just for gaming. Whereas DOS has far less overhead on disk and memory, but you need to make arrangements for the appropriate drivers for your devices.
Dunno about Linux and games!