Make sure you have the latest drivers installed for your video card. You can download the latest drivers from your video card manufacturers website. Also, make sure you have the latest version of Direct X installed. Finally, make sure that you dont have other programs running in the background that might be conflicting with the game. Ctrl+Alt+Del and end task on all programs except for Explorer.
If you have more problems please post back and let us know what kind of video card you have, what your operating system is, and what steps you have gone through to try and fix the problem.
Hope this helps