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I just downloaded this game and it it won't let me start any episode, I get the following error. "The program can't start because d3dx9_41.dll is missing from your computer. Try reinstalling the program to fix the problem." I reinstalled 3 times with the same error. Where do I need to go from here?
Update your directx
Yeah, you need to update directx.
I used my SBCG4AP DVD to update it, but I think you can find it online as well.
Thanks, that fixed it.
I have the same problem and I am using the latest version of directx, which is version 11. Do I have a problem with the game looking for version 9? Thanks for any help.
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AndyWGamer: Do I have a problem with the game looking for version 9? Thanks for any help.
Yes, that's a DirectX 9 dll it's complaining about.
Post edited January 14, 2014 by Gydion
Gydion,

Thanks for the answer. How can this be fixed? I don't want to go backlevel on directx.
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AndyWGamer: How can this be fixed? I don't want to go backlevel on directx.
It's not a "backlevel'" and install DirectX 9. It's a parallel install to DirectX 10 and later.
Post edited January 16, 2014 by Gydion
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AndyWGamer: How can this be fixed? I don't want to go backlevel on directx.
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Gydion: It's not a "backlevel'" and install DirectX 9. It's a parallel install to DirectX 10 and later.
So can I have both directx 9 and 11 or just one at a time? In other words, will I need to have directx9 just for this game (or for similar ones)?

Thanks.
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Gydion: It's not a "backlevel'" and install DirectX 9. It's a parallel install to DirectX 10 and later.
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AndyWGamer: So can I have both directx 9 and 11 or just one at a time? In other words, will I need to have directx9 just for this game (or for similar ones)?

Thanks.
Yes, you can have both versions installed. Many older games require dx9 features, which have been discontinued in dx11 (Microsoft doesn't seem to care much about backwards compatibility).
Thanks to all who helped with my problem. I resolved the issue by going to the Microsoft web site and installing DirectX End-User Runtime Web Installer, which was easy to do. Apparently some other little quirks I had with other games were cleaned up, too. Now I am busy with the five episodes of Back to the Future.