If you're using Mandrake you can do so by loading DrakConf. Select 'change resolution' and voila!
As mentioned above, try re-configuring X, but do so from the terminal! Reboot into command-line mode. This is the most basic type of Linux available to you on your current installation, and no windows/GUI are present. If you're a recent convert from Win/Dos, it may look a bit like DOS, and it does work a bit like DOS for the Linux system!
Your graphics card may not be supported yet (or has been discontinued because it is too old, but this is much less likely) so you might like to try http://www.xfree86.org
for more recent version.
You could try your graphics card manufacturers web-site for more information/'drivers'.
As a last resort, if you've still got no further, try *re-installing* Linux. You can configure X to suit from here.