I think you could try the Exclusions lists if your son's game is not an Internet Game but only a game to play in your computer, whitout being to be connected to the Internet
For the Standard Shield provider (on-access scanning):
Left click the 'a' blue icon, click on the provider icon at left and then Customize.
Go to Advanced tab and click on Add button...
For the other providers (on-demmand scanning):
Right click the 'a' blue icon, click Program Settings.
Go to Exclusions tab and click on Add button...
Second, it's necessary to put the complete mask to the exclusions, i.e. something like
c:\program files\game\*