I have seen it before, but often these packages appear in the list of NEW packages to install.
Are you trying to install Lenny packages in Etch or so? Such jumps might cause that behaviour. What version is your Knoppix distro based on?
Can you afford to break this current install? If so, go ahead with the installation and re-install whatever is being dumped now. Make sure you are left with a bootable kernel
You can also check
apt-cache show mygamepackage and
apt-cache shopkg mygamepackage for dependencies and conflicts.
jlinkels