Go to your "My Games" page and find the game you want to delete.
Scroll to the right side of the page and there should be a trash can icon visible for that game. Just click it and the game should be deleted and it will not have any affect on your statistics.
If you have made more than two moves in the game you will no longer have the option to delete the game and there will not be a trash can icon.
That's not true, just don't make any more moves. Once you've made two moves an exit will cost you points. He's playing mind games. There must be a trash bin, next to the line on the MyGames page, if you haven't made two moves, unless he has his vacation flag up. If that's the situation, just put him on your ignore list, move the game to your archive folder and forget all about it.