Can someone help me out please.

[kdwgi]

first off lol im not really good with computers. Im tryin to use the G.E.C.K but I get a messege saying "The program can't start because d3dx9_38.dll is missing from your computer. Try reinstalling the program to fix this problem." which I did 3-4 times. I typed in a search for the file and found it band downloaded and attempted to download it to C:\Windows\System32. 'but it wouldnt let me at all. any idea why?