Sherlock Holmes Nemesis

I have just installed this game and it looked fine until I clicked play, it won't launch, just says I need a component d3dx9_32.dll. I have tried Googling this and see that you can get a free download of this file. Is there a catch here? I was going to uninstall and reinstall, but there isn't an uninstall instruction. I really enjoyed The Awakened which played like a dream and I expected the same with this one. Can you help please?