This problem is...not descriptive. How about starting with if it's all of your games, just one (if so which one), or some other combination. Also, do you get any error codes, dialogue boxes, or just your normal desktop?
As a few general rules,
A.) Make sure you have the latest drivers for your sound and video cards
B.) Make sure you have Directx 9.0a installed (or if you feel like playing with beta software, 9.0b -- you can d/l it from windows update i believe)
I'm just your average habitual smiler =D