Hmmm.... this smells challenging...
Okay, in order...
1. What else is running on the system? Use task manager to eliminate all but the essentials. A list is in the Tech Tips thread.
2. Do you have W&W configured for hardware or software mode? Switch it to software mode if needed; that's less intense.
3. Have you patched Windows lately? You might try the latest patches, specifically for DirectX. If something is hosed in there, like a .dll or something, that could fix it.
4. Do you have the latest set of drivers for your video card? Willow may be along later to clarify, but there are certain sets of drivers that will work better. Search the forum postings for "video drivers" and you should get an idea.
That's it for starters, but try that and let us know. We haven't been stumped yet!