Error message:

d3dx9_30.dll was not found,Reinstalling might help fix this.

D3dx9_30.dll errors typically appear when  a game is started.
 

Solution:

a). Download d3dx9_30.dll, register it:

Download d3dx9_30.dll

This dll works for windows 98,xp, and win vista.
 

b). Reinstall the game.
 

c). Install DirectX 9.

c-1) Restart your computer

c-2) Download DirectX 9 at microsoft website,install.

c-3) Restart your computer again.

Microsoft DirectX is a group of technologies designed to make Windows-based computers an ideal platform for running and displaying applications rich in multimedia elements such as full-color graphics, video, 3D animation, and rich audio. DirectX includes security and performance updates, along with many new features across all technologies, which can be accessed by applications using the DirectX APIs. For more information, please visit:

http://www.microsoft.com/downloads/details.aspx?familyid=2da43d38-db71-4c1b-bc6a-9b6652cd92a3&displaylang=en

Keep your DirectX up to date is good for your computer performance. But DX10 doesn't come
with the "d3dx9_30.dll" in the latest DX9c distribution.

Vista's DX9 didn't ship with the latest DX9.0c runtime updates.If you try to install a game like FEAR, BF2142 , most all of them automatically install the runtime update.