Another possibility would be the version of DirectX you are running. For instance, if the game required DX8 and you only had DX7 installed, you would get this type of error.
I would recommend making sure you have the latest driver for the video installed, and the highest level of DirectX it will support.
You can find out which board you are using through device manager, then go to the manufacturers site for updated drivers.
Good luck, and Happy Computing