Not knowing exactly which game caused the problem, are you forgetting a mime type? I do that all the time, making the "Plugin missing" icon appear in some browsers because they do not know how to intrepret the file without knowing what type of file it is, and they don't rely on the extension, instead looking for a mime type.
Look anywhere in the code for the game for a TYPE attribute. It should have something to do with the type of game, or even embed object, the file is. Even if it was an mp3, you would need a mime type, like "audio/mpeg". I will list some popular mime types here:
Flash game: application/x-shockwave-flash
Shockwave game: application/x-director
Java game: just use the <applet> tag
Unity game: application/vnd.unity
Virtools/3d Life/3dvia Player game: application/x-virtools
Beta/Studio/3dvia Player game: application/x-3dvia-mpweb
Hope this helps!