my boyfriend is really competitive, what should i do

my boyfriend and i try to mix it up when we go out and we're both the lively "like to do stuff" kind, so we usually go places where we can be more active, bowling, golf, rock climbing, basketball training together, taekwando together, etc etc, anyways to the point: he acts like its all fun fun fun.... but only when he's winning, and he wants to win ALLLL the time, even when we're playing board games for christs sake, he makes sure that he beats me in everything, then if i win at something he sooks and decides he doesnt want to play anymore. why cant he let up a bit and why does he sook when he loses. what can i do about it?