You don't really need anything special. If the game isn't open source, just don't give people the source code. Copyright is automatic, though you can register it if you like. In the past, it was common to see freeware/shareware games which specifically prohibited aggregating them in a for-profit work (a stricture which was commonly violated), but even that's totally optional. I suppose you can disclaim any warranty of merchantability, if you feel like it.

um...

the FreeWare one... :-P

ie - somewhere in your distribution you put the license agreement (something along the terms of - this software is MINE and all shall hail me for writing it, but you can pass this piece of programmed excellence freely. . . in fact, you should do so, because then when you see my name on another awesome game you will not question its quality. . and NO you may not get the source code for this project or reverse engineer it for any purpose. ... )

EDIT - darn it, i was too busy being egotistical and got beat .. . lol