When i was using Vista at one stage I had similar issues to yours in regards to Directx 10 looking for files that weren't there. Those files are a part of Directx 9 but you can fix this. To do so search on the net and download directx 9 runtime install. This will add extra files needed for certain directx 9 games and the problem should go away. This fixes alot of Directx 9 games on vista. See how you go
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