Take a look on the back of your computer, where do you plug the video cable in? If its part of the motherboard, its part of the chipset - if there are 2, you have a seperate video card - this should have either a vga (small blue connection) or a white rectangular one, or, possibly, a small almost usb looking one (thinner and wider though). If you have any of these, try plugging your monitor into them, then retry the game.
If you do a dxdiag, and post the first 3rd of it here, people will be able to help further. Please be aware, if you need to buy a video card, there is a good chance your power supply may need changing out too.
To do a dxdiag, click start, in the search box, type dxdiag hit enter. There will be a button to save the info - save that to your desktop (or anywhere where you can find it), then post the first 3rd in separate posts here for us to see.
Wurz