does this problem happens all the time or just sometimes?
I had similar problems when I wake my box from hibernation.

Ah, yes. Age of Empires was making similar error on my w2k box until I download pach for it.

take these steps when you have problems with games:
[list=1][*]Consult support of the game makers[*]check for latest OS and driver updates[*]if it happens with other programs and games, it myght be hardware.[/list=1]

good luck