That is a direct-x 9 file, depending on the game there should be an update for direct-x in the game folder.
Farcry 3 for example is:
Far Cry 3\Support\DirectX
If you can't find it in the game folder you can download the full direct-x update from here:http://www.filehippo.com/download_directx/
Edit: the link glitch20 posted is good too. (he posted while i was still typing)