Usually that means you have the incorrect (non-DirectX9) video driver installed.
If the video card is an NVidia card and is a FX5xxx series or older, you should use the 61.77 drivers from NVidia as the newer drivers have been optimized for the FX6xxx series, and later.
If it is an ATI card, and is an X8xx series or newer, use the latest drivers from ATI, else use the 4.12 Catalysts. Be sure to not install the Cataylst Control Center. Use the ATI Control Panel instead.