Of course it's possible, but you're probably going to have to play at the minimum res (which you will anyway, small screen size on those), with crappy graphics, and at a terrible frame rate.
The Wind and other Eee PCs are made for browsing the web and such, not gaming.
There's a video of someone playing Stalker on an Eee box PC. All lowest settings, low resolution, no background programs at like 30 FPS I believe. It's possible probably. My advice? Good luck.
I highly doubt they will be able to handle it. I just ordered a Dell Mini 9 with Ubuntu. If I would have gotten the XP version I'd give it a try for ya but I highly doubt it will work.