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What does it mean "the application has failed to start because d3dx9_5.dll was not found"?

    What does it mean "the application has failed to start because d3dx9_5.dll was not found"?  DXDIAG reports that DirectX9.0c is running.  The video card has an Intel 82845G controller and it has 64MB of RAM. Tring to install a game for my son, "Prison Tycoon 3" which says it requires a P3 1.4GH, 512 MB RAM, 800 MB HD, and 64MB video card DirectX 9 compliant video card, ATI Radeon 8500, Geforce 5200 or Intel GMA 900 series.

     How compatible is the Intel 82845G controller to those video cards?  Am I simply missing a needed file or is the video card incompatible with the program's requirements?
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apx_31088

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Correction - the missing file is "d3dx9_25.dll "!!!
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Joseph Daly
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