Women were found to be slightly less likely than men in the 25-34 bracket to play traditional console games on systems like the PlayStation 2 or Xbox, while they gravitated more heavily towards simple [sic!] types of games like Tetris or other puzzle games and card games like solitaire. These casual titles are typically found on web portals like Yahoo!, AOL Games, PopCap Games, EA's Pogo.com and elsewhere.
As someone pointed out in the comments on that thread (which you should also read), puzzle games aren't usually what gamers are talking about. We're thinking first-person and third-person shooters and adventure games, sports franchises, and real-time and turn-based strategy games -- Penny Arcade and Gamespot probably aren't going to breathlessly review the latest additions to Yahoo! Games.
And, as I've suggested before, both the culture and content of 'real' games is, generally speaking, rather sexist, and this is why women are less likely to play them. As I put it in my comment on that thread, women are less likely to be impressed when you skimp on decent writers and invest in animators that can make a pair of DD boobs bounce as obviously as possible.
This might seem to be a self-reinforcing problem -- the teenagers playing sexist games learn sexist values, and grow up to become the game designers churning out even worse titles. But I think there's good reason to be optimistic, as feminist values gradually infuse the entire culture and teenage women who enjoy 'real' games despite the sexism grow up to be designers of better, more popular, and hence more lucrative games.