This error means that your chosen resolution (probably the default resolution if you didn't change it) is not supported. You will need to change the resolution to be able to play these games. (Try 1280 x 720 )
Get the community patches from here (those contain a config program which allows you to change the resolution):
cnc1: http://nyerguds.arsaneus-design.com/cnc95upd/cc95p106/
Red Alert 1: http://funkyfr3sh.cncnet.org/
Tiberian Sun: http://cnc-comm.com/community/index.php?topic=3438.0
For Red Alert 2 there is no patch you can download, that means you need to go to the game folder and modify ra2.ini and ra2md.ini manually, the settings are looking like this:
[Video]
ScreenWidth=1280
ScreenHeight=720
-
If it still doesn't work after the patches/changes then it could be related to your windows DPI settings, make sure you have those set to 96DPI / 100% - Tutorial:
http://www.sevenforums.com/tutorials/443-dpi-display-size-settings-change.html