Hello. I was trying to download this game again because I saw some videos of it and playing other rhythm games. I am on windows 11 and checked to see if I was on 64 bit or 32 bit and it was 64 bit so I downloaded that, but it says something like "(i forgot).dll is missing so the file cannot run) when I try to run it. I’ll try to see the file name so I can reply with it.
Note: When I reinstall it also says the same thing.
Alright I found what it says. “The code execution cannot proceed because d3dx9_43.dll was not found/ Reinstalling the program may fix this problem.”
You need DirectX9. Usually the June 2010 redistributables work.
I had the same issue when I got my new computer. I redownloaded it to my “local Disk (C:)” drive and it worked. For some reason, at least for me when I try to run it other drives it gave me that error. hopefully it fixes your problem. 
Alright. I downloaded DirectX from the website you linked. I’ll check if it works or not
Alright I don’t have any problems anymore, currently downloading some packs