If you're talking about the Microsoft games like Spider, Mine Sweeper, etc.,
go into Control Panel/Add or Remove Programs and click the Add/Remove
Windows Components in the left panel. With Accessories highlighted, click
the Details button, then highlight Games on the next screen and again click
Details. Remove the check marks next to any you wish to remove. OK your
way out, and the system will remove them.
These are system files in Windows XP, so if at a future date you decide you
want one back, just do the same process again, adding the check mark or
marks.