I'm sorry that you encountered this problem! The safest solutions are to:
1) Restart your computer and see if that fixes the problem;
2) See if you can upgrade DirectX to a more recent version;
3) See if your video card drivers can be updated;
4) As a last-ditch effort, you might try to download and install the DLL file manually, from sites like this, http://fix4dll.com/d3dx9_37_dll, but I'd be cautious with this method. Ideally, you would have an anti-virus program that scans downloaded files.
Please let me know if any of these methods work or you need more guidance. We'd really like you to be able to try the demo!