Hi Serenity,
I have found an interesting article on this problem!
Here is an excerpt of it (along with a warning): Cause of D3dx9_33.dll Errors
Unlike other dll errors which can have complicated causes and fixes, d3dx9_33.dll issues are caused in one way or another by a single issue - some kind of problem with Microsoft DirectX.
The d3dx9_33.dll file is one of many files contained in the DirectX software collection.
Since DirectX is utilized by most Windows based games and advanced graphics programs, d3dx9_33.dll errors usually show up only when using these programs.
Important Note: Do not, under any circumstances, download the d3dx9_33.dll DLL file individually from any "DLL download site"
There are a number of different reasons* that downloading DLLs from these sites are never a good idea.
* To know these reasons, go here: http://pcsupport.about.com/od/findtheproblem/qt/dll-download.htm
Note: If you've already downloaded d3dx9_33.dll from one of those DLL download sites, remove it from wherever you put it.
You will find the entire article with all the tricks to correct it here: Missing d3dx9_33.dll explained here
Hoping this will help you find what your name implies
Regards
The Dragon