I never knew the http_referer global variable can be blocked by certain anti-virus. The two ways that rc69 says can be done like so.
<meta http-equiv="Refresh" content="0; url=<? print $_SERVER['HTTP_REFERER']; ?>" />
Or to pass the page they came from on the url, you can do the following.
<a href="domain.com/playgame.php&re=<? print $_SERVER['REQUEST_URI']; ?>">Play Game</a>
This would give the whole url after your domain, so say your about us page has the following url:
domain.com/index.php?page=aboutus
The re would be
index.php?page=aboutus
To call this url when needed, you can use the following:
$_GET['re'];
//If you wanted to point to the url again when they lose, it would be similar to this (pretend your defined constant is already defined.)
header( 'Location:'. LOOSER_REDIRECT .'?re='. $_GET['re'] );
If you are unsure about php redirection (the above code) I suggest you read about it in the php.net documentation, but just note that the above is just to show you how you can accomplish what you are after.