When a girl beats me in a game I respond with all the good grace and dignity that I reserve for male opponents: I swear, throw the controller and mutter obscenities about where I'm going to stick their damn Boltshot/Sniper Rifle/Needler.
Seriously though, I think girls get a lot of undeserved hassle when they play games. On behalf of the coarser, more virginal and neckbearded specimens of my gender, I apologise. But conversely, girls who choose a username like "GrrrrlGamer2hot4uXXX", dress in pink and have "GIRL" as their service tag... that's like walking down the street naked. Yes, you'll get attention, but you probably won't enjoy most of it, and what's more it'll be your own fault.