After a surprisingly nasty little fight with a nested wordpress install and a range of different specialist plugins, I've managed to set up a web-comic style page within my blog to host the Great Game. Partly I wanted to do this so that there was one URL people could go to for the latest installment, and partly because I felt the Game was cluttering up the rest of my blog a bit.
So I'm now running one copy of Wordpress within a folder of another copy of Wordpress. Whee! Says a lot for its versatility, though.