It helps me to listen to angry music while exerting myself when I am mad.
Jumping up and down, running, punching appropriate inanimate objects, working out, screaming. I find that I tend to make too many mistakes while mad to make video games feel worthwhile and they feel 'fake' somehow, like I'm not really letting the aggression and violence out.
If it is a recurring problem, martial arts is amazing and awesome for anger management. It teaches you control in ways that nothing else can, both how and why. I cannot recommend it high enough. Find something cheap and easy to go to, even at your local YMCA, and sign your ass up. You'll be in shape, hot, and in control.
I'm sure there are some who will disagree, but some rap also helps - Today was a Good Day comes to mind. Music really is central to helping me manage my emotions.
Good luck.