OK< found the answer to my question, but it was a big enough deal that I thought I'd post the solution.
Found this on Microsoft's site for manually installing the DLL:
Insert the disc 1 CD/DVD for your game into the CD/DVD drive of the computer.
Click Start, point to Programs, point to Accessories, and then click Windows Explorer.
Locate and then click the following folder:
Note In this path, CDDrive represents the drive letter of the CD drive.
Double-click Apr2005_d3dx9_25_x86.cab, right-click d3dx9_25.dll, and then click Copy.
Note Use the Apr2005_d3dx9_25_x64.cab file for the x64-based version of the Microsoft Windows operating system.
Locate the following folder for your game:
Drive:\Program Files\Microsoft Games\Game Title
Note In this path, Drive represents the drive letter of the drive on which the game is installed, and Game Title represents the game that you want to repair.
Right-click the game folder that corresponds to the game that is installed on the computer, and then click Paste.
Note If you have installed more than one game on the computer, repeat steps 5 and 6 for the other games.
In the case of this game, the error was for d3dx9_38.dll, which is probably the Nov 2008 version as referenced on the box. The file is located in the game directory in the "redist" folder in this zip/rar file: JUN2008_d3dx9_38_x86. Extract the file and copy it to the "data" directory an d viola, fixed!
Quite an elaborate process just to play a game, but first pass looks like it's worth it.