are you talking about installing ANOTHER OS? or reinstalling your current OS? of does your computer with games and data have no OS and you want to install one now?
If the games and data are on a different drive it's simple. If they are on a different partition then where you want to install the OS then you should be able to do it to.
Once you do it, you're going to have to move your save game files to your user file in windows if you want to use them, at least for a lot of games.
Alot of ways you can do it I suppose. You could get something like partition magic to create a new partition for the new os. After installing the OS you would need to mess with the boot.ini to get a menu that would allow you pick the os on startup.
This is just kinda the rough way of doing it. It might help more if you tell us what OS you have now and what os you plan on installing next.