You need to supply this "special" DirectX 9.0c Redistributable (link).
How to determine is you redistributive contains D3DX9 as DLL: watch for these files: Feb2005_d3dx9_24_x64.cab, Feb2005_d3dx9_24_x86.cab.

PS. According to licence you can remove part of DirectX 9.0c Redistributable which are not required by your application. For example: Win9x support, Win64 support, Managed DX

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