I know this is really old, but I haven't seen it here. I play it with all my friends, so I thought I might teach you guys. For those of you too lazy to click this link:
http://en.wikipedia.org/wiki/The_Game_(game) I did a copy and paste of the set of rules!
The Game is a social phenomenon and an anti-memory game, the objective of which is to forget its existence. It is spread mostly by word of mouth, leading to a number of variations, but all share the same basic rules:
Knowledge of The Game is the only thing required to play it.
Thinking of The Game causes a player to lose.
A losing player must announce the loss.
The Game has no end; players may lose repeatedly.
According to a writer for the Belgian newspaper De Morgen, the Game is played mainly in the United States and the United Kingdom; it is also played in Australia, Belgium, Brazil, and Japan.
The Game has no set rule defining a "winning" player, but participants can measure their performance by comparing how often they lose relative to their opponents. Thus, strategy in these games consists of attempts to make one's opponents lose while minimizing one's personal losses. Students in the United Kingdom playing The Game have been reported to leave messages on blackboards and pieces of paper for other players to later come across
Will finish off, by saying, I lost the game