Talk to him about it?
Plus you need to understand what he is doing is not piracy if you just uninstall the game from your own computer. It keeps save files so you aren't in danger of losing those.
Actually, it depends on the game. Many games say multiple copies may be installed, as long as only one of them is in use at a time. Starcraft, one of the biggest, best RTS's out there, is like this.
You have a skewed view of what piracy is. Do you buy used things off Amazon? Used books? Do you not lend movies or cds or books or textbooks to your friends? If you have a problem with this then I'd say it is in your right to enforce your opinion of what is "fair" on others, but rest assured the law is clear that the publisher sold you a book, a video, and that you are allowed to let others use that. When multiple copies are in use at the same time is when you are breaking the law.
As for using your computer to play CoD4, I'd say to my roomate he's welcome to use it only if he gets off right away if I seriously need it. If I don't seriously need it then I'd just give him the time to finish, within reason.
If you can't get over sharing things like this then what makes you think it'll be any easier when you're married? You might have only one of something and you will have to share. Dunno why it's so hard for people these days to share...