Quick question about Gellin's Base.

I just finished a working hotkey hack and I want to start learning from Gellin's base. I get the error "d3dx9.h" has no such file or directory. There is also another error but I am pretty sure it is resulting from the first one. This is just a quick question. The only think I can thing of is I need to download a new version of directx. I don't know what version to download and I don't want to go around trying a bunch of different versions. What version do I need?