Hi Don
Can you tell us what type of Program it is
There is a small chance your DirectX files need updating to get around this message?
If you can get into System information you can retrieve this Information
Perhaps an easier way is to download and run the Belarc advisor scanner but Scrub that! it does not show the DirectX version nor a full spec of the Graphic card

Try pasting this into the Start >Run Box
C:\Program Files\Common Files\Microsoft Shared\MSInfo and hit "OK" This will work with Windows XP
Not certain on other versions of Windows (somebody advise!)
If it does open a Window then click on the File with the Blue "I" this will open the System Information panel
If you can get as far as here repost and We'll tell you what to do next
Or.... we'll skip this and do an update of your DirectX driver (Need your version of Windows to determine which driver is needed? thanks)