It might be a problem with the version of directX you have. You may want to visit the windows update site and see if there are any critical updates and any windows updates that pertain to directX.
Do you have a lot of programs running in the background? In other words, are there any icons in the box at the bottom right hand part of your screen where the clock is. With 256mb of Ram, this shouldn't be a problem though. One way to see how your system is handling a current load, you can right click on My Computer and click properties. The box that pops up will have system performance and show you a percentage. See what that is.
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