Multiplayer: I'd rather choose a game rather than playing in the one I'm placed in when I start the game.

In most of the MSN Games multiplayer-titles, you can click Exit to Lobby as soon as the screen loads, rather than joining the first game. From there, you can join another table or start a new one.

In some titles, like Wahoo: The Marble Game, you can click See the next table to go through the other open tables to find one you want to join.