If you get d3dx9_xx.dll Error Messages, for example:

"Unable to load DLL -> dx3dx9_xx.dll"
"D3DX9_xx.DLL Not Found"
"D3dx9_xx.dll not found. Reinstalling might help fix this."
"File d3dx9_xx.dll not found"
"The file d3dx9_xx.dll is missing"

Install the latest version of DirectX from Microsoft.com or update with DirectX Web Installer (280Kb):

Rapidshare
MediaFire

Or search this *dll in google.com and copy to \system32

If you have problem with portable games (games not started and *dll not found) - install new DirectX or update DirectX with dxweb: Rapidshare or MediaFire