Shader error

Hey, name is James. I have a loading shader problem when i try to play civ 4 after going through the steps to play multiplayer online. I've been told to simply download d3dx9_31 and d3dx9_32 and drop them into the Civ 4 root directory files. I don't really know how to do that. My best guess is to go into my computer>Documents>My Games>Sid Meier's Civilization 4 and I drag and drop them into there. It didn't seem to do anything and im not suprised. It seemed too simple. I've also read other places online and they say to deleat the old files and replace them with the new files (im guessing d3dx9). So can you help. I have been able to play the game before. It was just after I clicked on the online multiplayer option and went through the set up steps when I couldn't load my game up anymore. thanks