[Kong]

Which system?
Is steam running? Close it.

Originally Posted by Kong

Download and install this
Download DirectX End-User Runtimes (June 2010) from Official Microsoft Download Center

After you run that file it asks you to extract it to somewhere (temp folder by default). Pick a folder you can easily find.

Next Go to the folder you extract it to and run DXSETUP.exe and wait for it to complete the installation. You can delete the temp files.

Then try the game again.