Getting gaming affiliate sites listed on the Open Directory is extremely hard but doable. I have spoken with many affiliates who have their sites listed there and it is done by offering something unique (which is never done before).
One thing you need to be very careful with Open Directory is not too spam them with messages as everytime you make a submission or send them an email they give you a scoring and if you over submit too many sites your scoring becomes extremely low and they don’t even look at your site(s).
Also look around the web and try to find a useful site which is not listed on DMOZ but you feel it should be listed and submit the site (even though it is not yours) as this will help give you a good ranking. Personal ranking is what it is all about.
One example of a site I submitted was my own personal site on DMOZ in the relevant area http://search.dmoz.org/cgi-bin/search?search=simon+eaton (will update my own site soon with pics of CR).
When I applied to be an editor for DMOZ they accepted me but in a different field (Scouting).
Just my 2c.