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According to dxdiag, the directx version of my system is 11

 Operating System: Windows 7 Home Premium 64-bit (6.1, Build 7601) Service Pack 1 (7601.win7sp1_gdr.120830-0333)
 Language: English (Regional Setting: English)
 System Manufacturer: Sony Corporation
 System Model: VGN-SR250J
 BIOS: BIOS Date: 06/04/08 14:30:19 Ver: 08.00.10
 Processor: Intel(R) Core(TM)2 Duo CPU     P8400  @ 2.26GHz (2 CPUs), ~2.3GHz
 Memory: 4096MB RAM
 Available OS Memory: 3934MB RAM
 Page File: 2057MB used, 5810MB available
 Windows Dir: C:\Windows
 DirectX Version: DirectX 11
 DX Setup Parameters: Not found
 User DPI Setting: Using System DPI
 System DPI Setting: 96 DPI (100 percent)
 DWM DPI Scaling: Disabled
 DxDiag Version: 6.01.7601.17514 32bit Unicode

However, when I want to run a game, I get this error

 The program can't start because d3dx9_43.dll is missing from your computer. Try reinstalling the program to fix this problem.

Indeed there is no d3dx9_43.dll in c:\windows!!!! So how can I fix that? I don't want to download and install the dll file from internet and paste it to windows folder.

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Try using this: microsoft.com/en-gb/download/details.aspx?id=35 –  James Mar 27 '13 at 12:58
    
you mean downgrading 11 to 9? –  mahmood Mar 27 '13 at 13:00
3  
@mahmood - DirectX 9 and 11 can both exist on the same sysstem. In the end you don't have compatabile DirextX installed. Its typical to install the exact version of the dll that is needed by the game to make it work. –  Ramhound Mar 27 '13 at 13:43

2 Answers 2

up vote 6 down vote accepted

You need to use the DirectX Web Installer. It will download optional DirectX components, including previous runtime DLL versions that are required by some legacy applications.

The installer was published in 2011 (long after DirectX 11 was released) and is listed as compatible with Windows 7. Additionally, as a web installer it downloads the files it needs when you actually run it meaning it is always kept up to date. So don't be concerned that it will somehow mess up DirectX 11 - it worked fine when I ran it.

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Programs that require specific updated version of DirectX usually ship with its redistributable installer(Especially true with games. In most of the cases, there would be redist directory in game installation media.).
It should be somewhere on the installation media. Install it and you should be fine.

Of course, you can also use the web installer as suggested by @James

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