First, does you system meet the minimum requirements?
1GHz processor, 128MB RAM, 200MB of free harddisk space, 3D accelerated graphics card (8MB or above), DirectX 9, Windows 98, 98SE, Me, 2000, XP Home or XP Professional; NOT Windows 95 or NT.
Are you using the latest version: v3.1?
If you have 2000 or XP, are you logged in with administrative rights?
The file in the error, d3d9.dll is part of DirectX. You may need to reinstall it, and you can do so here:
http://www.microsoft.com/downloads/d...displaylang=en