If you don' t have this problem ( lag ) while downloading a huge file ( for instance the ISO for latest mandrake) then i believe it's the game sever ( possible to be overloaded, dropping connections etc.. so try a different servers with the lowest ping time).
On the other hand if you have the lag problem when downloading huge files the might want to :
a. see if there is a firmware update for the Access point.
b. re position the wireless ( higher up and toward the middle of the room)
c. switch to a different channel ( try 6, 11 etc.. )
d. if you have a 2.4 Ghz and a microwave owen, might want to disconnect them to see if that causes the problem