4 links
Eric Weisstein's World of Mathematics: Dots and Boxes
mathworld.wolfram.com
Provides the basic rules and explains different strategies for playing.
Pencil and Paper Games
geocities.com
Instructions for playing Tic-Tac-Toe, Squares, Sprouts and Othello.
Pencil and Paper Games
orion.math.iastate.edu
Animated instructions showing how to play Sprouts, Pipelayer and Capture.