I tried to play the game GUNZ - The Duel.
The requirements:

Minimum Requirements / Recommended Requirements:
OS : Windows 98, Windows XP, Windows 2000
DirectX: DirectX 9.0c or above
CPU: Pentium III 500/Mhz Pentium III 800 Mhz or faster
Memory: 256 MB/ 512 MB or above
Graphics Card : Direct3D 9.0 Compatible(Riva TNT) / GeForce 4 MX
or faster
Sound Card: Direct3DSound
Compatible Mouse Windows: Compatible(Wheel Mouse

my computer: windows 2000, AMD Athlon 1,9 GHz, 512 MBRam, Direct X 9.0c, NVIDIA GeForce FX 5200

while starting the game, the screen turns black and I got the message : VGA MODE NOT SUPPORT!
I don't know how to deal with this problem, pls help.

You need a faster processor, faster front side bus, and better video graphics hard ware, then it will work fine. I doubt it will ever work on your existing equipment.