First thing's first. If you're having problems with one (or all) of your iLife applications, double-check your system against the system requirements for iLife. You can find the minimum requirements for iLife '09 here, or on the retail box. Note that though your machine may meet the minimum system requirements, some applications (or features of applications), like GarageBand and iMovie, require higher system specs.
Once you have determined that your machine meets the system requirements, be sure you have the latest version of each of your applications. The easiest way to do this is by using Software Update (located by clicking the open apple icon in the menu bar) and checking for any updates.
If you're still experiencing issues, you might try and delete application preference files. This can be done by navigating to username > Library > Preferences and finding the files named "com.apple.application.plist (where application denotes the application name--iphoto, imovie8, garageband). Move the file to your Trash and restart the application.
You might also try removing the application receipts and reinstalling your iLife applications. In Mac OS X 10.6.x Snow Leopard, simply drag your offending application(s) to the Trash, insert your iLife installation DVD, select the Customize option in the installer, and choose the applications you deleted to reinstall. Be sure to run Software Update when you have finished to bring your application to its latest version. For users with 10.5.x, follow these instructions.