Always make sure to update your graphics drivers. my game wouldnt load on stock windows 7 SP1, but when i updated the Graphics drivers, it loaded fine.
Вм необходимо переустановить директ или скачать файл http://d3dx9-dll.com/d3dx9_43.dll.html и закинуть его в папку, у меня была такая проблема, теперь все хорошо.
English translation: It is necessary to reinstall the directive or download the file http://d3dx9-dll.com/d3dx9_43.dll.html and drop it into the folder. I had such a problem. Now everything is fine.
I just bought a new desktop tower and I finished installing the game and upon hitting play a System Error comes up saying "The code execution cannot proceed because d3dx9_42.dlll was not found. Reinstalling the program may fix this problem." - I tried reinstalling the game but the same message appeared... I'm not sure what to do about it.