Any patches or suggestions at the game website? I have that file in windows\system32 ; 2.21 MB (2,319,568 bytes), as installed by the above version of DX9. you're sure it's named d3dx9_27.dll and your system is set to `show extensions` click here
I dont know if this will be of any help click here it does mention MS games but it may still work if you have DX9 on your game cd,or if you have any MS games to try it with.
From what i have read online there seems to be about 4 different version of the d3dx9_27dll doing the rounds and you need to install the right version.
I have looked around and found this site click here the .dll dload is mid way down and is supposed to be "compatible with February 2006; December / October / August / June / April / February 2005 DirectX 9.0 SDK Update" as the site says.
Thsi site click here explains about the updates and changes to DX also has a few links you might find useful.