It's very easy. Buy and install a copy of Parallels and then install your current version of XP in a virtual machine you create in Parallels. It gives you the ability to stall the virtual machine before you shut down your system and then it comes back up in the same state when you reactivate that virtual machine which helps keep the game files stable.
Also, you can run XP on one or more machines, run Windows 7 or even back to DOS on other virtual machines. That's good if you have any old games you liked that run on WIN95, etc. You can run separate machines for PHost games as well. It keeps things pretty neat.
VMware also has a similar program, but all my Mac buddies recommended Parallels as the more user-friendly option and I haven't had any complaints.
Read up on Parallels and I think you'll be hooked.
(Once you go Mac, you'll never go back