This missing file is in relation to Microsoft's DirectX. Please ensure that your Graphics card and Audio card drivers are up to date. I have supplied some links below to help.
- Nvidia - http://www.nvidia.co.uk/Download/index.aspx?lang=en-uk
- AMD/Ati - http://support.amd.com/us/gpudownload/Pages/index.aspx
- Matrox - http://www.matrox.com/graphics/en/support/drivers/
- Realtek - http://www.realtek.com./downloads
- Creative - http://support.creative.com/Products/Products.aspx?catid=1
You could also try
- Restarting your computer if you haven't yet done so. The d3dx9_42.dll error might be a one off and a simple restart could clear it up completely.
- Install the latest DirectX - http://www.microsoft.com/en-us/download/details.aspx?id=35 and restart your computer.