I think that there may be a link between violent video games and violent incidents, especially with younger children. Kids will often imitate what they see. On the other hand, I think that if a child is taught that the violence is not real, is not healthy, and is not an acceptable way to solve problems, then there will be less tendency for violence.
I have always been a fan of action movies and video games, but my parents taught me that the action and the violence was just something that the movies had, and not something that happened every day. I never had any problems with anger or violence, nor has my sister who sat through every punch, explosion, and fatality right with me.