Start off with a game that's easy and let her play on her own before playing with her. Otherwise, it'll be clear how much better you are and it'll discourage her.
Something that's co-op and not competitive however would work fine, like Super Mario bros for the Wii. Little Big Planet also comes to mind.
Also, you could try something new together, rather than a game you already know how to play. My girlfriend and I for example played League of Legends together when we were both still relatively new to it (luckily, she's a gamer like me, but I think my point still stands).
The most important thing though is to not get irritated or frustrated with her, and don't be a backseat gamer.