Problem starting game missing d3dx9_35.dll

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When trying to launch game I get message d3dx9_35.dll was not found. It recommends reinstalling may fix the problem. I've reinstalled game 3 times and still get the same error. I did try a VERIFY but that did not fix the problem.

I looked at the folder GOG Galaxy and, unless it is hidden in one of the folders, that .dll is not there.

What's next?
 
When I download directx it asks where to put it. I've tried a couple of things but it still comes up with error it can't be found. I tried placing it in GOG Galaxy but need Admin permission to place it there. So where do I put it?
 
When I download directx it asks where to put it. I've tried a couple of things but it still comes up with error it can't be found. I tried placing it in GOG Galaxy but need Admin permission to place it there. So where do I put it?

It‘s just trying to extract files, doesn‘t matter where you put. Besides, directx isn‘t a gog application, it‘s for windows.

Click on the directx_june2010_redist file with your right mouse button and select the run as administrator option.
 
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