d3dx9 sounds like a DirectX issue. When the game first starts up and you have all the different options for the display settings, try changing it to OpenGL and see if that fixes it.
Alternatively, if the splash screen isn't showing up, navigate to your FeralHeart directory (C:\FeralHeart usually) and open up ogre.cfg
find the Render System line and make sure it says: Render System=OpenGL Rendering Subsystem
If not, change it to that and save the .cfg, then try launching the game again.