The way I do it is using "Parallels Desktop" a $79 Virtual Machine (VMWare beta sucks and is not usable), with Host shared folders.
On top of this I need a legal copy of Windows XP. I could run under Linux, which I do consider. But I already have the XP license, and a slimmed down XP does not eat too much RAM.
For simple stuff and playing it is fine. I can keep the VM running next to my OS X with SU6 (I have 2GB RAM so fine), and it is OK to switch.
But the problem is: The VM only gives one CPU, and do not allow me to use the full 2 cores. The VM has some overhead (20% CPU or so). I have to give away memory for Windows and OS-X. The extra disk space is less of a problem.
If K2007 runs under Wine, then this could also be an option as Crossover runs on OS-X, but as a commercial product. I bought it before Parallels Desktop, but got a refund as it was not nearly good enough for what I threw at it.
So I would definitely grab an OS-X version over the PC version any day. No matter if it runs under X (ships with OS X) or native OS-X.
BTW: There is also the nerd solution. Use Q (OS-X port of QEmu) with Linux. This option is free.
But please give us an OS X native version. It will be great for all the SU users.