wine users - Apr 2009 - Rome Total War - missing directx 9

Hi,

I'm new to Wine (and linux/ubuntu).

I've installed Rome Total War with Wine 1.1.19. It went just fine.
But when I'm trying to start the game, it's tells me:
> .. failed to find directx 9, which is required for the game to run. Please
reinstall Directx.
I have tried installing directx 9, but it doesn't help.

What do I do now?