The reason you see games such as rocketman although there is no Shockwave Flash file is that there is an image file. You have to delete it as well (/ubb/games/rocketmanbigicon.gif for example). If you added an swf file but you don't see the icon, it's because you have to add a gif file with a corresponding name + "bigicon".
Also, you have to add the names of each game you add to vars_wordlets_games.cgi.
For example, for Rocket Man, add the following into vars_wordlets_games.cgi (around the middle):
"rocketman" => "Rocket Man",
For the other games, replace "rocketman" with what you see at your /games page:
$vars_wordlets_games{crash} is for "crash". Replace "Rocket Man" with the name you want the game to have.