(You can't run and EXE file on a mac... no idea why)
Actually you can, if you install Wine, or one of the (now very very good) Mac derivatives.
Yea... Bootcamp is essentially a boot menu, like GRUB, LiLo or SysLinux. (SysLinux is neither Linux nor any kind of derivation BTW). The difference is that it is specifically designed to work around OS which expect to find a BIOS based PC, rather than an OpenFirmware or EFI boot ROM, as found on Apple Macs and Sun Sparkstations, among others. Vista has some support for EFI, and many bugs where fixed in Windows 7 boot process that the way is now clear for manufacturers to dump the old IBM BIOS system for good.
A modern, Intel Mac is essentially the same physical hardware as any other PC, plus 1 chip. Just 1, and all it does is provide a hardware security number to the machine, which uniquely identifies it, and affirms it's manufacturer. There is absolutly no reason why PT should not play under XP on a Mac, just as it does on a Dell, or an HP or an Acer... it's just another PC brand name. Most of the hardware Apple use to construct their systems performs badly for it's equivelent price range, but does have a good assurance of longevity. Really, it's just their OS that is a cut above the rest.
I would suggest checking the drivers for updates or patches for your OS, and go to the components manufacturer, not to Apple. That's Intel for the motherboard and CPU, and either nVidia or ATI (Apple specify for each PC they make) for the graphics... the sound is also usually Intel, and the Chipset is an ICH6 or 7 IMS. As the NIC is on-board one has to assume that it is also an Intel, probably Pro 1000 based chip.
If you are using a more current Windows version than XP, check your compatibility... Vista and Se7en cause all sorts of problems if you aren't very careful how you install, or what you patch out... most private servers, and the Korean and Japanese servers don't really give a stuff about proper support for NT 6 & 7. EPT are the most compliant, and PTbr are quite close behind. It still wouldn't pass logo testing by a long stretch though and you certainly can't play from "Program Files" without authenticating UAC in some form or other. XD
I could mention that PT plays very badly on many "portable" graphics chipsets and Intel power management systems. This hardware is commonly found in many Mac Laptops, Notebooks and (to a lesser extent) the Mac Mini series. You say "desktop" and Apple class the Mac Mini as a "desktop" PC, where in fact, it is more akin to a mini-micro HTPC.