If you're in Openbox, Fluxbox, or Blackbox, listen to David.
If you're in Gnome, KDE, or XFCE, disable Compiz when you play.
The *box screensavers do not detect a fullscreen application as active, as the X mouse cursor is not moving.
This will also happen in Gnome, KDE and XFCE when Compiz is handling the screensavers.