When I try to play Commnand & Conquer Red Alert3 it show dll error. I have direct x 9.0b.
you should try deleting both direct x and the game and then re install red alert 3. You can see that during the installation it will ask you if you want to install direct x click yes. If it downloads it automatically then no problem. It should work then.
If it doesn't try downloading updates for your windows. (only important ones)
Download every single update which is important and wait for it to finish.
Once done restart the computer. It might turn on, shut down, turn on, shutdown during the process because it is applying the new updates. Once done it should work fine.
No direct x problems nothing.
I recommend you try this before you try the first one.
Hope this helps. I had this problem myself 3 months ago. Just sayin.