There are many CD-ROM softwares available now for important languages. They ususally offer various tools to help you learn vocabulary. I find them moderately useful but are quite good for learning how to pronounce a word correctly, as you can click a hundred times on the same word and hear it pronounced. Some softwares let you record your own voice for comparison. The games I have seen on such softwares are usually quite silly. The most important representative is Rosetta Stone, which contains a lot of material.