You need to download the missing 32-bit versions of the files and place them in %SystemRoot%\System32 (for Windows 32bit) or %SystemRoot%\SysWOW64 (for Windows 64bit). I got the files from http://www.threelights.de/?page=projects/d3dx9_xx_dll_files.php. But your mileage may vary.
If that doesn't work, try telling Unreal to not use DirectX 10. Set AllowD3D10=False in two files: Unreal Tournament 3 Demo\Engine\Config\BaseEngine.ini and Unreal Tournament 3 Demo\UTGame\Config\DefaultCompat.ini.
Last updated on 2008-05-16 04:32:43 -0700, by Shalom CraimerBack to Tech Journal