Before you get started playing any games your going to need the latest version of DirectX for your computer http://www.microsoft.com/windows/direct ... efault.htm
and your most likely going to need the latest drivers for your graphics card depending on how new your system/graphics card is..
its better to update regardless to be on the safe side
if your lookin for drivers for you graphics card your best bet is to look on the official site for you card ie http://www.nvidia.com
failing that you can look in such places like http://www.drivers.com
Starting off
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Don't forget http://www.ati.com for the latest ATI drivers. If you have the Radeon, the latest version is the 4.3 Catalyst.