I'll have a go at helping. Firstly I am going to assume you have Windows XP or Vista, correct me if I am wrong. Right, a few questions to help me get an idea of what is wrong;
1) What game are you trying to open/run?
2) What graphics card do you have?
To find out what graphics card you have,
right click on My computer and then open the device manager (on the left column for vista, should be in a tab in XP). Click on the + next to
"Display adapters" and it will tell you.
As said by
Vishnoff your drivers may be out of date. Once you tell me what graphics card you have I can find the drivers for you.