We consider an interference network tapped by external eavesdropper(s) in which each legitimate transmit-receive pair conceals its communications by using joint transmit-based friendly jamming (TxFJ) and receiver-based friendly jamming (RxFJ). Specifically, TxFJ is realized at the transmit side using MIMO precoding while RxFJ is achieved at the receiver side of each link by leveraging the state-of-the-art self-interference-suppression techniques (allowing a radio to cancel the self-interference effect of its transmit signal). We show that with a careful power allocation between the information signal and TxFJ at the transmit side of each link, the corresponding receiver is able decide on using RxFJ independent of any multi-user interference factor. This ability sets the receivers free from having to measure multi-user interference at eavesdropper(s). With every link following such strategy, we model this interaction as a non-cooperative game. We derive sufficient conditions under which the game admits a unique Nash equilibrium. We then propose a robust version of the game that requires only statistical knowledge of eavesdropping channel.