It's easy to come up with counter-intuitive results when using utilitarianism as one's moral theory. The philosopher John Rawls attempted to remedy this defect in his essay, Two Concepts of Rules, by defining what he called "a practice".
In Rawlsian terms, a game of chess can be considered a practice. We can justify the game itself (with arguments such as “It develops a capacity for abstract thought”) and we can justify actions which are governed by the rules of chess (“Yes, I can do that: it's called capturing en passant – read the rule book”).
After making this distinction, Rawls applies it to attempt a resolution of some of the more counterintuitive implications of utilitarianism. In particular he claims that, because both promises and punishments are practices which increase overall utility, their rules must be followed on utilitarian grounds, even when direct calculation indicates that breaking the rules would increase utility.