As I was reading other blogs, I found an interesting article on Parenting Science about preschoolers and math board games.
Direct link is here: Preschool math games.

What I liked was the fact they discuss a game that can be created by both the parent and preschooler (fun for the whole family). But it also teaches basic math skills. Good times!

Update 17JAN2010 — Removing full instructions at the request of the original author.