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D3dx9_39.dll related errors are common while trying to run applications that require “Microsoft DirectX” to be displayed properly. Most errors are caused while trying to run games because games are the most frequent applications that require “Microsoft DirectX”. Other applications that utilize “Microsoft DirectX” are advanced graphic applications such as AutoCAD and other wise.
The most common occurring error messages caused by problems with D3dx9_39.dll:
• "The file d3dx9_39.dll is missing".
• "File d3dx9_39.dll not found."
• "D3DX9_39.DLL Not Found."
• "D3dx9_39.dll not found. Reinstalling might help fix this."
D3dx9_39.dll errors are associated with problems with “Microsoft DirectX” due to the fact that D3dx9_39.dll is one of many files that are required to function and to be in its right place, in order for “Microsoft DirectX” to work properly.
By downloading and reinstall the D3dx9_39.dll-file you can solve your problems that are caused by the malfunctioning file. Most of Microsoft “Windows” operating systems could be affected by an error caused by D3dx9_39.dll and the universal solution is to download a new D3dx9_39.dll-file.
If it for some reason doesn't work by just replacing the file, you might need to reinstall DirectX 9. You can find that on Microsofts own website here: http://www.microsoft.com/download/en/details.aspx?displaylang=en&id=8109