Most of the time, the error shows up as either "The file d3dx9_30.dll is missing" or "D3dx9_30.dll not found. Reinstalling might help fix this."
Restart your computer if you haven't yet done so.
The d3dx9_30.dll error might be a fluke or one-time issue and a simple restart could clear it up completely. It's unlikely this will fix the problem, but restarting is always a good first troubleshooting step.
Install the latest version of Microsoft DirectX 9. Chances are, upgrading to the latest version of DirectX 9 will fix the d3dx9_30.dll not found error.
Note: Microsoft often releases updates to DirectX 9 without updating the version number or letter so be sure to install the latest release even if your version is technically the same.
Note: Are you a Windows Vista user with DirectX 10? Your game or program may still need DirectX 9 files to run properly so give the installation a try. Don't worry, both versions of DirectX can be run side by side in Windows Vista.
Assuming the latest DirectX version from Microsoft doesn't fix the d3dx9_30.dll error you're receiving, look for a DirectX installation program on your game or application CD or DVD. Usually, if a game or other program utilizes DirectX, the software developers will include a copy of DirectX on the installation disc.
Sometimes, though not often, the DirectX version included on the disc is a better fit for the program than the latest version available online.
Uninstall the game or software program and then reinstall it again. Something may have happened to the files in the program that work with d3dx9_30.dll and a reinstall could do the trick.
Restore the d3dx9_30.dll file from the DirectX 9 software package. If the above troubleshooting steps haven't worked to solve your d3dx9_30.dll error, try extracting the d3dx9_30.dll individually from the DirectX 9 package.
Update the drivers for your video card. While it's not the most common solution, in some situations updating the drivers for the video card in your computer could correct