I don't know if you solved your Directx problems but here is how you do it, if you are still interested.
Use your Windows Explorer [click Start>Acessories and look for it there] utility to open C:WindowsSystem32 and see if d3dx9_31.dll and d3dx9_32.dll are listed [neither one was on my brand new Vista machine!]
So if not go online, enter those Directx upgrades identifications [one at a time] in the search engine of your choice, and then download them and then transfer them to C:WindowsSystem32
That's all there is to it.
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Umm . . . better yet go here:
http://www.microsoft.com/downloads/details.aspx?familyid=2da43d38-db71-4c1b-bc6a-9b6652cd92a3&displaylang=en
and perform a complete Directx 9 install. A fellow DBPro user by the name of Benjamin just provided me with that link and bit of sage advice . . . which I followed.
Eternal student in search of knowledge. But will settle for the occasional epiphany.