For those people installing Windows 7 Professional you might notice that the Games Explorer and Start Menu look a bit sparse game wise. By default the games aren't installed in the Professional version.
You can of course quickly add them back.
Press Start
-> Control Panel
--> Programs
---> Turn Windows features on or off
Up the top of the list of components you should see Games. Check that box, or drill into it and specify individual games. And press OK. Within a few moments the games should be installed.
You can also add the Games Explorer on the Start Menu by right-clicking on the Start Menu -> Clicking customize and adding it in the new dialog box and OKing out.
For those still not sure, here's the video tutorial: