The d3dx9_25.dll file is part of Microsoft DirectX. The error is known to effect the following games:
•    Microsoft Flight Simulator X Deluxe
•    Microsoft Flight Simulator X Standard
•    Microsoft Age of Empires III
•    Microsoft Age of Empires III : The WarChiefs
•    Fable: The Lost Chapters PC
•    Microsoft Rise of Nations: Rise of Legends
•    Microsoft Zoo Tycoon 2: African Adventure
•    Microsoft Zoo Tycoon 2: Dino Danger
•    Microsoft Zoo Tycoon 2: Endangered Species
•    Microsoft Zoo Tycoon 2: Marine Mania

DirectX allows the games to run graphics on Windows. The technology allows the game to run 2D and 3d graphics at high speed making the experience more enjoyable.

Error Summary:
The error is a known registry error. The error occurs when the d3dx9_25.dll file is not installed properly or is corrupted. You will need to resolve the error before the games will work.

Resolution:
You can solve this manually or you can use software to fix it fast. First is the manual instructions followed by Software Instructions
Manual Resoulution:
Microsoft suggests the following method for resolving the error for Windows XP

1.    Insert the disc 1 CD of any of the games mentioned below into your CD drive.
a.    Microsoft Age of Empires III
b.    Microsoft Fable: The Lost Chapters
c.    Microsoft Zoo Tycoon 2
d.    Microsoft Rise of Nations: Rise of Legends
2.    Click “Start” then “Programs” then “Accessories” and finally “Windows Explorer”
3.    Find the “CDDrive:\ DirectX9” folder and open it
4.    Open the “Apr2005_d3dx9_25_x86.cab” by double clicking
5.    Right Click the “d3dx9_25.dll” and click Copy
6.    Locate the games installed on your computer
a.    Drive:\Program Files\Microsoft Games\Age of Empires III
b.    Drive:\Program Files\Microsoft Games\Fable – The Lost Chapters
c.    Drive:\Program Files\Microsoft Games\Zoo Tycoon 2
d.    Drive:\Program Files\Microsoft Games\Rise of Legends
7.    Right click the game folder and click Paste

For Windows Vista
1.    Insert the disc 1 CD of any of the games mentioned below into your CD drive.
a.    Microsoft Age of Empires III
b.    Microsoft Fable: The Lost Chapters
c.    Microsoft Zoo Tycoon 2
d.    Microsoft Rise of Nations: Rise of Legends
2.    Click “Start”, then click “Documents”
3.    Find and Click “Computer”
4.    Find and Click your CD drive
5.    Find and Click “CDDrive:\ DirectX9”
6.    Open the “Apr2005_d3dx9_25_x86.cab” by double clicking
a.    In Rise of the Nations: Rise of Legends the file is named “Aug2005_d3dx9_27_x64.cab”
b.    For Windows 64versions use the “Apr2005_d3dx9_25_x64.cab” file
7.    Right Click the “d3dx9_25.dll” and click Copy
8.    Locate the games installed on your computer
a.    Drive:\Program Files\Microsoft Games\Age of Empires III
b.    Drive:\Program Files\Microsoft Games\Fable – The Lost Chapters
c.    Drive:\Program Files\Microsoft Games\Zoo Tycoon 2
d.    Drive:\Program Files\Microsoft Games\Rise of Legends
9.    Right click the game folder and click Past

Software Removal Instructions
Since the d3dx9_25.dll is a registry error, you do not need to go through all that trouble to fix it. Besides, those instructions will fix the d3dx9_25.dll error but not the other registry errors on your computer.

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