This message is commonly found while starting direct X applications such as games. This is one message a software pirate should be aware of. This normally happens with ripped off games wherein the games installed version is given out instead of the games installation itself. All you have to do is hit up the message in google, go to one of the sites, and then place the downloaded dll file into the folder in which you have the game. This is normally caused due to programs which remove fake files to free up disk space. Eg : System Mechanic
This message is normally followed with consecutive error messages of the same kind, so this is a pretty iterative process. Once you have all the files, you are ready to rock!
Alternative : Instead of placing the files within each games' folder if you have it missing in many games, you can place it in a system wide directory such as c:\windows\system32. This will ensure all games have access to these files.