It's wonderful that you are taking the time to play games with your daughter. It's so much better to learn how to deal with losing when you are young like this. It took my kids quite a while to be able to play for fun and not be devastated when they lost or when a turn went against them, but now they are great sports at games. And it was very noticeable when they were playing a game with an older cousin who had *not* learned to deal with disappointment....
Here are some strategies that helped us (keep in mind there are usually 3 of us playing):
*When something goes wrong for me in the game, or I lose, sometimes I ask, "Oh no!! Can I cry now?! Can I pout and get mad?!" And I'll make a show of exaggerated crying or whining about it. My kids will say, "No! Stop that mom!" And I will stop and say, "Oh, you're right. I don't have to cry. That's just the way the game goes."
*When someone is disappointed about losing, I place the emphasis on how nice it is that someone else got a chance to win. "Wouldn't it be so sad for them if you won all the time and they never got a chance to win? Think about if they always won--wouldn't you like a chance to win too?"
*When there are three or more playing, after someone wins, sometimes we call them the "first winner" and continue playing to see who the "second winner" will be. Even if just two are playing, you can have a "first winner" and "second winner" instead of a "winner" and "loser".
*When one of us has a string of bad luck during a game (like not rolling the right number to get out of start), I encourage them to laugh about it instead of getting frustrated. "What a crazy game this is today!"
Don't give up! It will take time and lots of practice, but she'll get it eventually and you'll all have lots of fun playing no matter who wins.
PS--I just love games, so I've been reading the other responses... I really like Julie E's suggestion of making the winner clean up and put away the game--I'm going to try that! And Shane B has good advice also--as a child grows, games are a great way to teach strategy and thinking skills.
And I respectfully disagree with the mom who always lets the child win. Children should definitely get to enjoy the experience of winning, yes, but it's an important skill to know how to lose and we should make sure our children learn it. (It's much better to learn how to lose when you're 4 and playing Candyland, than when your older.) Besides, they will catch on if you *always* "let" them win and it will be a hollow victory. I can see the satisfaction in my kids when they know they've won on their own--it's not the same when they know I've let them win. So only let them win sometimes, and not so they can figure out what you're doing.