Navigate to the official Microsoft page to download the DirectX End-User Runtimes.

This error is one of the most persistent technical issues in Serious Sam 3’s history. It prevents the game from initializing your graphics hardware correctly, meaning you cannot even reach the main menu. While Croteam (the developer) has released several patches, this error still plagues users with modern high-refresh-rate monitors, multi-GPU setups (like laptops with NVIDIA Optimus), or outdated configuration files.

If you are playing on a gaming laptop (especially with NVIDIA Optimus or AMD Switchable Graphics), the game often tries to launch using the integrated Intel GPU. The integrated GPU usually struggles with older OpenGL or DirectX modes, throwing the "Cannot set display mode" error.

Open and verify that your system is not forcing an unsupported graphic runtime protocol.