Oh yeah, I forgot to ask what videocard you were using.That could be causing it.
If you're using a nVIDIA card (which you probably do, anyway, since it's <b>so</b> common in desktop PCs), go to this place www.nvidia.com and download the latest drivers.
<b>Edit:</b>
To make it easier for you:
For 9x systems (Windows 95, 98 and ME): http://www.nvidia.com/view.asp?PAGE=windows9x
For 2k systems (Windows 2000 and XP): http://www.nvidia.com/view.asp?PAGE=windows2000
Download the Detonator XP drivers. Those are the drivers you need.
If you're using another card, tell me, and I'll get the proper driver for you.