I get an error about a missing DLL on startup. How do I fix that?

Snes9x requires DirectX9 to run correctly. You can install it manually from here:

https://www.microsoft.com/en-us/Download/confirmation.aspx?id=35

Some users say that doesn't work. If you still experience problems use this link instead:

https://www.microsoft.com/en-us/download/details.aspx?id=6812