While I struggle to get HOMM5 to work with WIneskin or Crossover on my Mac, I thought I'd try installing it on a Windows system.

I tried two different systems, two different downloads but got the same one error message:

"The program can't start because d3dx9_25.dll is missing from your computer. Try reinstalling the program to fix this problem."

Reinstalling didn't do anything. Any ideas? I'm running Windows 7 on both systems.

DERP! I needed to install DirectX and that solved everything, at least on Windows. That''s teach me to try and install games immediately after installing the OS.

Having same issue, where did you get direct x?

http://www.microsoft.com/en-us/download/details.aspx?id=8109

Thanks Tarnum, +3 internets to you!

I have reinstalled the game, downloaded direct X, and nothing is working...help?

I should also mention im on Windows 8

I had the same problem (Windows 8) - I found that I had to download the DirectX user runtimes from:
/www.microsoft.com/en-us/download/details.aspx?id=9033

Then extract d3dx9_25.dll from the Apr2005_d3dx9_25_x86.cab file (I have a 64 bit machine, but HMM5 requires the 32bit (x86) version to be available).

Put this dll file in the bin directory that the HMM5 executable is being run from (I think it varies based on the version of the game you run, but you can find it by looking at the properties of the desktop icon you run it from), then run the game... should work.