Hi.
For games (and any other aplication) you can add the ports you need to Guarddog, by going to the "Advanced" tab and clicking on the "New Protocol" Button, make sure that "Bidirectional" is checked.
"
Tim Williams' Homepage" is a good location for finding "
Which ports are used by 'insert game name here'". I don't know who Tim is (I found his page on google), but his information was very useful when finding the port number for Diablo II and Startcraft.
For more gaming information you could also try the
Linux Gamer's FAQ.