We show how Modified Bar-Recursion, a variant of Spector's Bar-Recursion due to Berger and Oliva can be used to realize the Axiom of Choice in Parigot's Lambda-Mu-calculus, a direct-style language for the representation and evaluation of classical proofs. We rely on Hyland-Ong innocent games. They provide a model to perform the usual infinitary reasoning on Bar-Recursion needed for the realization of classical choice, and where, moreover, the standard datatype of natural numbers is in the image of a CPS-translation.