This is one of the things that I hate about PC gaming. Very few games will support 2 players on the same computer. This seems absurd since even a console a primitive as the Wii will support multiple players on one console.
There are a few games that will support 2 players with one player using a joystick and one using the mouse and keyboard. I know for sure that most of the Lego (Lego star wars, indy, etc) games allow this. Some strategy games such as the Civilization games allow turn based multiplayer on the same comp too.
But most PC games require 2 copies of the game and 2 computers linked by the internet to play in head to head or co-op.
This was very disappointing for me in Modern Warfare to learn that I could not play co-op on the PC without having 2 copies of the game and 2 computers strong enough to run the game, while you could play co-op on the xbox.