And which folder was that in? Do you have a copy of Microsoft.DirectX.Direct3DX.dll next to SHFL.exe in the SHFL folder where SHFL.sgdk2 is? If not, that's a problem, but try copying it into there and then running SHFL.exe to see if that makes it work. If you didn't have one there, we'll have to figure out why it didn't get copied in there.