If you want to purchase games a la carte - it's easy to make purchases without becoming a subscriber of either MSN Games Discount Program or All Access.
After you exit a game or from within your games manager, you will be directed to the following screen below.
Here you may select 1 of 3 options; the first two being subscription related (MSN Games Discount Program or All Access) and the third option being an out-right game purchase.
In order to purchase a game without a subscription, you would select the "Buy it for $xx" option.
After you have selected 1 of the 3 options, you will provide payment info and taken to the shopping cart to confirm your order before submitting.