The program cant start becouse d3dx9_40.dll is missing from your computer.try reinstalling the program to fix the problem....i reinstaled and it didnt fix or still wont run
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No idea what game you're playing, but I assume HoI, so you should go look at the Hearts of Iron forum instead and check the bug reports. 
Sorry no double posting, and as you already have a thread in the proper forum for such things I will close this one.
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