I have been told that it is not true that neural networks only run on supercomputers.
Many games already use neural networks partly or in whole, for example , Superpower - uses neural networks to control AI countries.
Superpower controls over 191 entities and it works fine.
Collin McRally 2, use neural nets to control AI cars.
"For example, Codemasters (the developers of Colin McRae Rally 2.0) discovered that a neural network could learn how to drive a rally car by imitating the developers' play, thus avoiding the need to construct a complex set of rules." -'Using a neural network in a Game: A concrete example' by John Manslow
http://www.aiwisdom.com/bytopic_neuralnets.html
Some other topics can be found below or by searching on a search engine:
http://www.onlamp.com/pub/a/onlamp/2004/09/30/AIforGameDev.html
So it should not be a cause to get worried that neural nets are something new. In fact they work fine and have been tested at every major step of implementation.