If you don't agree to it, the game will pretty much just sit there, doing nothing. However you might as well simply agree, since EULAs are not automatically valid. Any disputes regarding them must be settled in court, and usually the EULA will be deemed invalid. For the most part, unless you plan on outright breaking all the conditions set by the agreement, you might as well agree. The companies know how hard it is to win a case regarding these, so unless it is a major infraction, nothing will ever come out of it.