If you want to retain the nominal coding of the Gender variable, you can include it as a fixed factor, then go in "Model...", then select "Custom" (instead of "Full factorial"), and enter all main effects, and the 2-way interaction between score1 and score2, but not the interaction between Gender and either score1 and score2 (i.e., enter only the main effect for Gender).

Alternatively (and this is what I would suggest), you can recode your gender variable into dummy codes or effects code (or any other two values). For example, you could call your variable Female, and code males as 0, and females as 1, and set it as a "scale" variable. Then you could include it in the "Covariates" section.

FYI, for the sake of interpreting the Gender effect, I would recommend coding one gender 0, and the other 1, which is by far the most common method for coding a categorical variable (at least in the social sciences). –  Patrick Coulombe