The theoretical foundations of data hiding have been revealed by formulating the problem as message communication over a noisy channel, i.e. the host document. In light of this definition, some solutions have been proposed. Unfortunately, the performances of those methods are limited due to interference with the host signal. Considering spread spectrum information hiding with non i.i.d. Gaussian host signals and weighted distortion measures, we propose in this paper a game-theoretic resolution of the problem using side information.