If you don't wish to play a game (email version) you have the option to either resign or delete it. If you resign a game, you will lose instantly and your stats will be affected. However, if you delete it, the game will simply be aborted.
To delete a game, click on the blue GAME OPTIONS button near the top right corner of the board.
Remember, you can only delete a game if less than 4 moves have been played.