There are several possible solutions for this situation please try as follows:

1. Go to the main folder with the game (for Steam version it's located in "[main Steam folder]\steamapps\common\sniper ghost warrior\") right-click on "Sniper_x86.exe" -> Properties -> compatibility bookmark -> disable desktop compositions and enable option "always run as administrator"

2. Delete "settings" folder from "My Documents\Sniper Ghost Warrior\"

3. In Steam go right-click on Sniper Ghost Warrior -> Properties -> Local files bookmark -> verify integrity of game cache. Or just re-install the game.

4. Try to manually change screen resolution for the game. Go to "My Documents\Sniper Ghost Warrior\out\settings\" -> open Notepad -> drop Video.scr file on Notepad window -> in line Resolution set it to the same as in your windows settings.