Actually Vista missing bunch of essentail DirectX 9 DLLs.
Many games/apps that use DirectX 9 might require external DLL.

1. eg D3DX9_34.DLL, Call of Duty 4 require this DLL to run the game, but the fact is vista does not have it. Game maker might includes the DirectX 9 end user runtimes together with the game but most of them might be outdated.
2. Media player classic, the Custom pixel shaders, require one of the Direct X 9 end user Runtime DLL too, without it the video still plays, but the Custom pixel shader option will not work, without any error message prompted.
If you guys have any problem with the DLL missings or some other problems, try get the bi-monthly updates DirectX Enduser runtimes here:
http://www.microsoft.com/downloads/details...&displaylang=en
I think its work with vista too, though i never tired it.