If it still fails try running "dxdiag", just type it in(without the quotes) in a run dialog(Start >> Run) and hit enter, there are numerous diagnostics, particularly in the "Display" tab.
zaba_3: no need for 6 exclamation marks and giving some useful advice instead of a 2 word post would have been better.
if you installed DirectX 9 and it still tells you the error:
try switching from HAL to REF in the video plugin option (REF is reallly slow tho) or it's because your video card simply doesn't support DirectX HAL acceleration.... (shitty card).
my grafics card is a intel(R) 82845G/GL/GE/PE/GV grafics controller i think thats it and i tried changing it to and it doesnt work i think mycomputer just sucks balls lol
ok well i found a thread about how much intels gfx cards suck so dolphin will never work on my comp :'( and that really sucks but maybe when its complete it will work but till then im screwed
just upgrade! if you don't have a lot of money, get a GF4MX (at least, cheap) or if you want to get full effect on dolphin, for a bit more, a GFX5200....