As kids get more experience winning and losing and start to understand others' feelings better, they can become good sports (or at least not terribly sore losers). To help the process along:
Emphasize the role luck plays in many games ("Wow! That was a lucky spin!") so your child learns that winning isn't always related to how "good" he is.
Teach him to praise his playmates' successes, and have him say "Good game!" to every player at the end.
Applaud his efforts during the game. Saying "Great job waiting for your turn!" or "I loved how you took time to plan your next move" shows that how he plays is more important than winning.