A user pointed me out that he could not start fba emulator to play a game and encountered an error of ‘D3dx9_42.dll Not Found’.
fba.exe does not work, gives error ‘Unable to Locate Component. This application has failed to start because d3dx9_42.dll was not found.‘
Now it looks like that d3dx9_42.dll is missing, but its not. With a fresh installed OS you are most likely to encounter this error / warning. This problem has got an easy solution.