Maybe you have set it to a higher figure than the graphics card or monitor and cope with.
If you set it to a high resolution and you set it at say 32 bit colour this combination uses a lot of graphics memory and maybe your PC has not got that much graphics memory.
If you have "on board" graphics you can increase the amount of memory the graphics uses in the BIOS.
If you do increase the graphics memory make sure you leave yourself with enough "real" memory to run Windows and your applications.