First, check Steve Grevemeyer's MASQ Applications page. If your solution isn't listed there, try patching your Linux kernel with Glenn Lamb's LooseUDP patch which is covered in Section 6.10 above. Also check out Dan Kegel's NAT Page for more information.
If you are technically inclined, use the program "tcpdump" and sniff your network. Try to find out what protocols and port numbers your XYZ game is using. With this information in hand, subscribe to the and email your results for help.