Like VampireRat #8, I received the following error:
<i>This application has failed to start because d3dx9_27.dll was not found. Re-installing the application may fix this problem.</i>
Although what I did was to reinstall, but this time opted for the DirectX9.0c install too. Maybe it isn't complete or it just installs the updates, as it had only taken a second to install. Problem solved.
Unlike Fubar #16, I didn't see any WMP10 install. But I already had it installed. So maybe it skips this if you already have it.