I'm a user of the new vista OS, and, of course I have a lot of problems

.
One of them is that in which I can't play SH4 because I need the D3DX9_32.DLL file.
In Ubi they tell us to go to directx update, but in that webpage there one links related to directx9 and for XP users.
I have directx 10 in my OS, and I don't want to update to directx9.c because it seems a nonsense.
In the SH4 it tells it is compatible with vista. Well, not compatible at all...
Can anyone help me?