Missing DirectX .dll (Psychonauts)

Issue:

The game won't start because of a missing DirectX .dll file, but there don't seem to be any issues with DirectX

Sometimes the game may fail to launch because of a DirectX dll being missing. In Steam this might show up as Steam constantly trying to download a missing/corrupt file on launch, or when verifying the integrity of the game files. If this happens, try installing this package via the following link: https://www.microsoft.com/en-US/download/details.aspx?id=35&msockid=1ac085cf06c56a563151912507fd6bfb