Why do I get an error that I don't have d3dx9 42.dll?

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This error occurs when you do not have the latest DirectX files on your machine.

Details of problem

Microsoft releases regular updates to the DirectX drivers which are not necessarily "critical" and are not automatically downloaded by Windows Update. Because of this, even though you may believe you have the latest DirectX files, it is quite possible that you do not. If you are receiving this error message indicating that you do not have one of the d3dx9_##.dll files, then you have an outdated DirectX installation.

Resolution

Warn.png
Warning! Even if you use Windows Vista (DirectX 10) or Windows 7 (DirectX 11), you need to update DirectX 9 files.

Fixing the problem is easy. Simply download and run the latest DirectX installer to install the latest files: Microsoft DirectX End-User Runtime Web Installer

Be sure to choose the language that is appropriate for your machine.