This question should have been posted in the 'Help and Site Ideas' forum instead of in the 'General'. Just thought I'd point that out, before answering your question.
You can delete the game. You have this option with a new game for the first couple of moves. If you choose to delete a game it will go away without changing your or your opponents' rating. Once both of you have completed two moves, the 'delete' option will no longer be available.
This option will appear on the 'my games' page.