alsal3: I downloaded as requested into my downloads file to check for d3dx9_37.dll It was not listed. I tried to run the game by double clicking the icon. I got the same error message.
triock: Go to this link -
http://www.microsoft.com/en-us/download/details.aspx?id=8109 , click on download to download this file - directx jun2010 redist.exe. Once downloaded, double click on it. It will ask you where to extract its files, select desired location (I recommend creating a new folder, you can delete it afterwards). When all files are extraxted, go to this folder and double click dxsetup.exe.
I found the dxsetup.exe file in My downloads files. In the mean time I've deleted the game. I am going to download the game tonight again. In the morning I'll do as you suggested. Thanks for being so prompt. I'll let you know what happens later.