I assume you are running XP or before and not Vista. If you are on Vista you might get GFX issues as both ATI and NVidia are fighting to get stable certified drivers out for Vista. If you are on Vista you are on your own, LFS works on Vista its just Vista is just not stable yet.
Here are some things to test.
1) You have downloaded the full install for LFS and not just the current update.
2) Your PC has ALL the latest service packs and updates installed.
3) You have the latest Direct X installed (Currently 9.0c)
4) You have the latest drivers installed for your GFX card downloaded from ATI or NVidia and not the normal MS ones.