were gonna need your systems spec's ....
as example .
Asus A7N8X-Deluxe
2500+ Amd @ 2.2 ghz
Dual 512 ddr @ 400
TI 4600 video card w/ 42.xx drivers
Direct X 9.0b
Windows 98se
Pc-Cillins Anti virus fully updated
No Fire wall or routor .
700kbps DsL connection
You may have a virus on your pc , a firewall thats not configured correctly , the wrong drivers installed for your video card, or even a under spec pc /videocard.
Do your other games/programs work ok ???