It has come to our attention that some people are having problems running Blade3D. If you are having these problems please could you try instaling the DirectX End User Runtime here.
Do not be fooled into thinking you already have DX9.0c since Microsoft frequently updates the DirectX runtime making your installed version obsolete. Also please make sure you install from the link I have provided since there is also another DirectX runtime setup that is floating around on the Microsoft site that does not work correctly on Windows Vista.
We are investigating how best to deal with the problem since adding this 48MB setup to our own setup is somewhat overkill. I should also point out that other people who are interested in redistributing the XNA framework are having similar issues and a bug has been filed with Microsoft relating to this. Hopefully at some point Microsoft can provide a single merge module that we can integrate into our setup that contains the XNA framework and any DirectX dependencies that they require. You can see more on the topic here, here and here.
In the next build Blade3D will try and identify these other missing dependencies on startup and at least display a message as to where you should go to get the runtime.