Problem when starting up PJ64 - cant play roms

im new to this whole emulation thing so if someone could help me out that would be awsome. when i try to open PJ64 here is what happens:

1st window - titled Graphics Error - Direct3D failed to initialize your HAL
device make sure you have a properly configured 3D graphics card compatable
with Direct3D graphics card compatable with Direct3D 6.0.

2nd window - titled Error - The default or selected video plugin is missing
or invalid. Check that you have at least one compatable plugin file in your
plugin folder.

3rd window - titled settings - just video audio and input plugin settings

PJ64 finally comes up then i go to file, open rom, i select the rom and
another window popps up saying:

4th window - titled Error - Cannot open ROM because plugins have not been
successfully initialized

i only have integrated graphics so that might be the problem but i dont know.
i also only have a 1.2 GHz processor and 256MB RAM.
i know its not much but my friend told me that it should work.
i heard that you have to download a program called DirectX, well i did then i restarted my pc and the same thing still happens.
this is getting VERY annoying. HELP!

im running xp and it says that i have intel direct 3D APG. dont know about the memory.