Sorry for sounding stupid but... what?
There's a button at the lower left of your screen. It says "Start." (I'm assuming here that you're not running Vista, because I don't know WTF it is in Vista.)
Anyway. The button that says "start" on it. Click it. A menu pops up. There's an option on that menu that says "Run." Click on that one.
A dialog box pops up, with a text box for you to fill in, and there's buttons at the bottom - OK / CANCEL / BROWSE. The OK button is ghosted until you type something in the box.
Type 'DXDIAG' (w/out the quotes) in that box, and click 'OK,' which will bring up your Direct X DIAGnostics.
Along the bottom of the window that comes up you'll see four buttons: HELP / NEXT PAGE / SAVE ALL INFORMATION / EXIT. Click the button labeled SAVE ALL INFORMATION. This will bring up a box titled 'COLLECTING INFORMATION." Wait until this is finished - it may take a few minutes, depending on how fast your system is.
Then you'll get a dialog box for saving your file. The default location should be the desktop, and that's probably a good place to save to, so that you can find it easily.
Type in a file name and click the button marked 'SAVE.'
Then attach that file to a post in this forum. If you need help with how to do that, let me know.