Update the video and audio drivers (not using any Microsoft supplied updates or Driver Update buttons) then install DirectX again so it can recheck all the settings and files.
If not, then more info is required or maybe the machine didn't meet the game requirements.
I've been trying to get a PC game to play (Sid Meiers Pirates) on my Dell Dimension 8300 (Windows XP Professional, 2.8 mhz, 1 gig RAM). I installed a new video card, the GeForce 6600 and new 410w power supply.
Still the game will not start. The error message I now get is "Cannot connect the DirectX 3d device". All the latest drivers have been installed for the card and game patches, and dxdiag indicates Directx 9.0c is loaded and working properly.
Any ideas on what could be causing this problem?