ArE YoU PlAyInG HaLo AgAiNsT ThE JoNaS BrOtHeRs?

Could you be playing video games online against the Jonas Brothers?

The teen stars have their own Xbox Live accounts – and they love to get their game on, their pal David Henrie tells PEOPLE.

"They have different gamer tags," Henrie, who stars in Wizards of Waverly Place, said Saturday at Nintendo's 20th anniversary celebration in New York. "People have no idea it's them."

So, what's their favorite game?

"Halo's fun," Henrie says. "It's a good game."

Video games have become one of the best ways for the brothers to interact socially as their fame has sky-rocketed, Henrie adds.

When they go out, "they've got a bodyguard with them 24/7," he says, so hanging out at home is far more appealing.

"You just go to someone's house, and you just hang out at their house," Henrie says. "You actually get to be with them."