Direct3DX9NotFoundException Creating a Direct3D Device With SlimDX

Yet another note for future reference. If you are using SlimDX, and you get the exception:

        SlimDX.Direct3D9.Direct3DX9NotFoundException was unhandled
            Message=Direct3DX 9 was not found. Please install the latest
                DirectX end-user redistributable package from Microsoft.
            Source=SlimDX
            StackTrace:
                at SlimDX.Direct3D9.Direct3D..ctor()
            InnerException: System.Runtime.InteropServices.SEHException
                Message=External component has thrown an exception.
                Source=SlimDX
                ErrorCode=-2147467259
                StackTrace:
                   at D3DXCheckVersion(UInt32 , UInt32 )
                   at SlimDX.Direct3D9.Direct3D..ctor()
                InnerException:

when trying to create a SlimDX.Direct3D9.Direct3D object, most likely you will be able to solve this by placing D3DX9_43.dll into your output folder. Please note that the proper solution would be to install the full DirectX 9 runtime into your system, but it may be too much for some quick testing.

A similar error may occur when using SharpDX, but in SharpDX's case, the error message will be much more helpful and actually tell you what is missing.