theres two plausable options. one is that your z-buffer may not be enabled. you can enable this really easily with something like rivatuner or powerstrip3.0. the other option is that you may not have a 3d graphics card and your trying to play opengl based games.

Try updating DirectX

what is the game? does it require a 3d card, if so what is the minimum? what is your system specs? What OS?

first check and make sure ALL drivers are up to date. chipset/AGP, sound, video and anything else. Make sure u meat the minimum requirments of the game(s)
check Bios to make sure AGP settings are correct and use the full potential of the card(like makeing sure the AGP slot is at its highest level, 4x instead of 1x)
check apature(spelling) settings, i had a difficult problem with this setting. set it to its default if u have issues.
make sure settings are correct for card and game
reinstal the game
if u are overclocking, try setting it back to original settings.
update the game

thats about all i can think of

does your pc have the requirements needed to run the game...if there's not enough memory (and points brought out by jabberwock486...) then chances are your system will definately freeze up.