To the OP - I wouldn't be mad, but if you feel the game is not appropriate, keep it and say he will get it when older, or kindly say you feel its too old. Incidentally I have that game, and DS is only interesting in episode 1 where homer falls in the chocolate!
On the generic topic, I would say its really a parental judgement call. My DS (3.9) has watched Harry Potter (with a 30% interest), Pirates of the Caribbean I (70%), Simpsons (if the episode is okay by me - e.g. non adult, and non explicit violent), Simpsons film, Cars, Ice Age, and many others.
The ones that upset him the most, and so we don't watch:
General Disney films - almost always have a parent or parents being killed - what is it with them?
Cartoons on children's channels - too much fighting!!!
Ice Age - he never realised there were two deaths in that one, until my Dad told him arrrggggh. Luckily he is not concentrated on the death scenes, like he was on Nemo (that was the other half, who didn't pay attention to the effect it was having).
I take a judgement on what he is picking up from the film/show. And I'll even edit the film, or game, when I feel I have too.
And before anyone thinks I put him down infront of the DVD , he hardly watches anything like that, its either a back drop to him play acting, or he is playing other things. He's not an addict to TV.