I was told that you use Direct-x if your GPU is nividia and Opengl if you GPU is AMD, otherwise, if you only use CPU (mine if faster then my GPU), just use direct-x.
Hey Chuck, so it actually isn't about which GPU you have, but which graphics processing convention that the program you render with uses. Blender uses OpenGL, so choose that when dealing with normal maps (that's the only thing it'll effect).
