Well lag has to do with the number of hops your computer has to make between you and the server. Try finding one that is local to you, or near by. You should experience a lot better ping times.
http://www.techspot.com/guides-gaming.shtml Have you looked here yet? Some great information!
“Reduce delays (latency or lag) in your Internet connection for a dial-up modem”
While playing on MSN Games, you may experience slow game performance or long pauses, loading problems, or disconnects. These issues are usually symptoms of high Internet latency, or lag, that is, long delays that occur while a signal travels between points on a network or Internet connection.
Internet latency is often beyond anybody's direct control. Low system resources, Internet traffic, slow network or modem hardware, slow Internet connections, and the route that signals travel from your Internet connection to other Internet connections may all contribute to latency problems. To minimize these issues, follow the directions listed below in the order they are presented.
Disable Accelerator programs
If you are using an accelerator program to improve the speed of your connection, you may not be able to play on our site. You will need to disable this feature or set the program to use no acceleration if you cannot load a game.
Close all open programs
The first step to reducing delays in your Internet connection is to restart your computer system and close any programs that may be in use, including MSN Games game software. To learn how to disable any open programs on your system, click:
Disable programs currently running on your system
Once you close these programs, restart your Internet connection and keep the number of open Web browser windows to a minimum. If your connection still experiences high Internet latency after you close these programs, try these other steps to resolve the issue.
Restart your dial-up connection to the Internet and MSN Games
When you dial into your Internet Service Provider (ISP), you may reach a server with many connections. If you restart your Internet connection, your computer may be able to connect to a server with fewer connections.
Step 1
Quit your Web browser program and any other Internet program you are running.
Step 2
Locate the ZoneFriends icon in the system tray (the area next to the clock on the taskbar) and click the Z icon with your right mouse button.
Step 3
A pop-up menu will appear. Click Exit to turn off ZoneFriends.
Step 4
Close your connection to the Internet. One way to do this is to right-click your connection icon in the taskbar and choose Disconnect from the pop-up menu. Then reconnect to the Internet. Be sure to disable any unnecessary Internet programs.
Step 5
Connect to MSN Games and try your game again.
Change your local dial-up number
Some Internet Service Providers (ISPs) offer multiple local numbers for dialing into their services. Try changing the local number in your Internet settings to a different local number. For assistance, please contact your Internet Service Provider.
Update your Internet Service Provider (ISP) software
If you use an Internet Service Provider that uses proprietary software to connect to the Internet (such as America Online), you may be able to obtain and install a patch or software update that reduces Internet latency. Contact your ISP for assistance with downloading and installing Internet connection software updates.
Use a Different ISP
If you continue to experience Internet latency problems with your Internet Software Provider (ISP), you may want to consider using a different ISP or a different connection type like broadband (cable or DSL).
Check your network or TCP/IP protocols
TCP/IP is the standard network protocol used on the Internet. If your network settings have changed on your system or you have multiple network protocols installed, you may need to change your default settings back to TCP/IP. Contact your Internet Service Provider (ISP) or network or IT administrator for assistance on setting your system back to its default network settings.
Obtain a firmware update for your modem hardware
Firmware or driver updates are available for modem hardware to increase the modem's speed or to correct issues. Contact the manufacturer of your modem hardware to inquire about how to obtain and install the latest updates.
If no updates are available, you may want to upgrade your modem hardware.