With the widespread commercial use of the Internet, secure data communications over the Internet has become an important aspect of business operations. Thus, it is an important study for information technology and management students. The Security Protocol Game is an interactive group activity for exploring secure data communication protocols. Using pen and paper, envelopes and game tokens, students simulate security protocols and possible attacks against them. The game provides simple and intuitive representations for cryptographic methods, including both public key and secret key techniques. Using these representations, students can simulate Internet application protocols such as Pretty Good Privacy (used to secure email) and Transport Layer Security (used for secure web transactions). They can explore well-known protocols for authentication, key exchange and blind signatures. Students can also develop and test their own protocols using public key certificates, encrypted key transmission, tunnelling and other well-known techniques. Through this learning activity, students gain a deep understanding of how security protocols operate and are designed. The game has been used in tertiary units of study for managers and information technology students.