First of all, thanks everyone for your replies. The game I am playing is CMBO. Now, I have downloaded(several times)a fresh and latest version of DirectX and I can get into a scenario for 20 turns or 6 turns before getting this message. There seems to be no pattern to number of units or complexity of map, etc..
The only other program I have running is my connection to MSN. Below is the information on my video card and driver:
64MB DDR NVDIA GeForce 4mx 420 w/tv out
nv4_Disp.dll