To answer that question would require knowing what kind of traffic is being passed between the hosts involved in the game. You could do this via sniffer trace, or looking at the logs to determine what ports and protocols are not being handled by the PIX between these two devices.
Most games use specific TCP or UDP ports and need these opening forthe games to work correctly. Please have a look at http://www.u.arizona.edu/~trw/games/ports.htm for ports used by several popular games.
