Can you tell me few good small games?

There's a website called http://www.classicgamesarcade.com where you can certainly play versions of games like Mario, Sonic the Hedgehog and other such classics. I'm not sure whether you can download them, though; you might only be allowed to play them online.

Well, if you want smaller game files that are still somewhat fun to play on something such as a dial-up connection.. I would suggest a Gameboy emulator. There are plently of games, and most of them aren't huge game files. I used to have dial-up, and I played alot of GBA emulator games. They take maybe an hour or so to download, I think. But.. You have to find them and the emulator. I no longer have mine, and I don't remember the site where I got them.