I haven't had that problem with games, although I haven't used it for games much.
I have, however, checked for GCN Component Cables or the GCN Broadband Adapter, just to get there and find out they have A.) "Universal" Component Cables that don't output component with the GCN, B.) Regular GCN A/V Cables, mislabeled or C.) The modem adapter, mislabeled.