I did a fresh install of Windows XP and installed all updates including SP3, downloaded all my programs I'd need, flash player, ect.
I go to download Evidyon and install it... it installs fine and opens the loader fine, but nothing will actually load... The game itself just won't run when I click Play Evidyon. The loader just closes and nothing else appears, and no program is listed in the task manager.
I got this game problem with my previous computer with different computer specs...
I solved it!
I discovered after posting I went straight into the Evidyon folder again and instead of trying the loader, I tried loading one of the direct EXE's to load the game... and discovered it was the d3dx9_39.dll problem... so I downloaded the DXSetup and all, and ran it... still no solution.
I decided to try this and go straight into the dx_evidyon post-archive and into one of the folders and grabbed the d3dx9_39.dll and copied it directly into the Evidyon folder hoping it wouldn't complain anymore.
Sure enough, I can play now... maybe add this to the issues & solutions if others have this same problem... running the DX Setup just wasn't enough.