cannot connect to X server

[km4hr]

I'm trying to run an application that claims to run on most versions of linux. But when when I run it I get the following message:

"cannot connect to X server"

I seem to recall years ago when I worked with UNIX that an environment variable call DISPLAY had to be set. Is that still necessary? Or how should my environment be configured to enable X applications to access the X server?

[Husse]

We need to know which application
More facts are needed
- please read these simple rules