I installed Prince of Persia: Sands of Time but when I open it it tells me that “d3dx9_42.dll is missing”. How can I fix this error and play the game?
It looks like you are missing a component of DirectX 9. Here is the link that will take you directly there. http://www.microsoft.com/en-us/download/details.aspx?id=34429. And just for some reassurance, I have had the same problem which was resolved after installation of DirectX 9.
Update your DirectX from the Microsoft site.
DirectX End-User Runtime Web Installer