It was EVE Online, and I agree it was pretty cool that it worked at all on a Mac or Linux but hack job or not it didn't work out of the box, I'm not even sure how you can say it wasn't working out of the box because mine, well, wasn't working out of the box. I can't even remember the last Windows game I played that didn't work out of the box, I have a feeling it was Everquest II, and that was a day one MMO release.
The point being, not that I'm a Windows fan or a Mac hater (because I'm not, far far from it) but statements that "if you buy a game for Windows... it never works out of the box" and "if you buy a game for the Mac, guess what, it works out of the box" are basically, utter lies. Even if the limited number of Mac games I've played ALL work out of the box (and maybe they mostly all do), it still doesn't make "Windows games never work out of the box" true.
As a matter of fact, the whole reason my gaming machine is still Windows and the rest of my life is Linux is because I can stick a DVD in the drive, install the game and be playing it without any messing. The days where I had to hack at my autoexec.bat in DOS just to get a game to start are long long ago.