D3dx9.dll is a dynamic link library from the DirectX 9 D3DX helper set that serves as an auxiliary component for many games and programs working with 3D graphics and multimedia content. Its absence on the computer prevents such programs from starting. In such cases, messages like these appear:
"It is not possible to start the program because there is no d3dx9.dll on the computer. Try reinstalling the program."
"This application has failed to start because d3dx9.dll was not found. Re-installing the application may fix this problem."
Having D3dx9.dll in place lets older games and multimedia programs built on DirectX 9 start without missing-DLL errors.
There are two solutions to the problem: install the legacy DirectX runtime libraries, or manually download a DLL file and copy it to the right folder. Modern versions of Windows already include DirectX, but not the older D3DX9 libraries, so the recommended fix is the Microsoft DirectX End-User Runtime, which adds these components side by side (other libraries included in it may also be needed by the game). By clicking on the "Download" button you will see all download options, including a separate DLL file. If you still want to put it into the system manually, you will find instructions in the file archive that will help you to do this. For your information: DirectX is the Windows component responsible for processing and output of video and sound. It greatly facilitates the creation of games and multimedia applications, so developers use it very often. Games that depend on D3DX9 often install the required runtime package during their own setup.