Did you click OK, or press ENTER after you saw the window?
If it entered the game after that, you most likely have to fix one little thing.
Try this fix with resetting ingame options:
If that doesn’t work, find
Documents\Diablo III\D3Prefs.txt
In that document check if your wanted resolution is set correctly, if not change it. Check the above linked thread for Windowmode changes in D3Prefs.txt.
I had the same issue and fixed it with the above recommendations. But my game still worked if I just clicked on OK, or pressed Enter when error showed up.