Install the latest Direct X versions. That file is part of the DirectX package: For Ver. 9c (http://www.microsoft.com/en-us/download/details.aspx?id=35). DirectX 11 (the latest) (http://www.microsoft.com/en-us/download/details.aspx?id=17431. Many games require the 9c version so download and install both. If after installing both packages you still get the error, try re-installing the game. Remember to re-boot after each installation.