Heh, I know the feeling. I have a two-year old girl who I think forgets that she's crying sometimes. Is there anything you can do to distract him? Tickle him or something? Turn on a favorite show? (It's probably harder to trick a 5-year old than a toddler, but these tricks work sometimes).
Tell him if the gameboy makes him so unhappy, maybe it would be better if he gave it to you so you could put it away for a week - that way he won't forget to save and it won't make him cry. Bad bad Gameboy! If he wants to keep the Gameboy, he needs to stop crying so you know he still likes it.
Then, follow through - if he doesn't stop crying, Gameboy goes in to timeout for 7 days. I bet he won't cry the next time.
When my kid brother does stuff like this, I just tell him that maybe he should take a break and bring out coloring books or take him outside and play some basketball or do some sidewalk chalk.
OMG Make it stop!
