As stated at BZU, BS-er is using a later version of DirectX9 then you have, just update it and all will be fine.
And no, BS-er, do not include that file, it needs to be registered with the system (aka, properly installed by updating DirectX9 or higher) or it can cause memory issues.
Instead of just dieing with a nasty error like that, you should catch it and do what I have my programs do, call the person an idiot and tell them to update their DirectX to the latest version.
