The reason no one has replied is probably because no one has got it to work. I downloaded it last night, and it has some dependencies that are not present (I used dependency walker to examine the executable, you may have some such tool):

It depends on:
D3D9.DLL
D3DX9D_43.DLL
DINPUT8.DLL
KERNEL32.DLL
USER32.DLL
GDI32.DLL
MSVCP110.DLL
MSVCR110.DLL
IRRKLANG.DLL

The ones that are likely to cause you problems are

D3DX9D_43.DLL (some particular version of dx9 you are using? it doesn't work with my version of dx9)
MSVCP110.DLL
MSVCR110.DLL (these 2 are runtime libraries for visual studio 11?)

I would suggest for development builds you simply just ship these problematic dlls in the archive. For visual studio runtimes, you can also statically link to them so the relevant code is included in your executable (that's what I tend to use personally). For release builds, the DLLs may be different.

Also there may be licenses for how you are allowed to distribute certain DLLs for shipping versions, you may need to include redistributables, like the directX one you mention (no one is likely to install a particular version of DirectX just to test something, for instance some of us are limited to a particular sdk version of DirectX 9C to retain compatibility).

There are some dlls you don't need to worry about, and will be on everyone's system, such as

KERNEL32.DLL
GDI32.DLL
USER32.DLL
and
(irrklang.dll dependencies)
WINMM.DLL
OLE32.DLL


these are part of windows.

Got it working now, using the 1a version from the project page (version 1 was the one on the front page I got earlier).

Looks good .. some things I'd look at possibly:

1) Mouse input, seemed a bit laggy and overresponsive maybe?
2) Movement speed, felt very slow
3) Sound of the enemies, needs to be quieter as they are further away and louder closer, to give you some idea of their proximity
4) Needs a special more distinctive sound for when you are being hit, when I died it was normally because a monster had crept up behind, and I didn't know I was being hit ... You could also e.g. colour the screen red to show you are being hit.
5) Maybe a readme file containing the keys and instructions?

I didn't make it very far through the levels lol

[background=rgb(250, 251, 252)]Now I changed to d3dx9.lib which depends on d3dx9_43.dll and I think thats a DLL everyone with DirectX should have.[/background]

I very much doubt it that this will work on machines of end-users who don't have 9.0c or upwards installed properly on their machines.
Basically, this dll is present in system32 folder and it never appears to be a problem for developers who have DirectX SDK installed on their machines. But this won't be the case with most end-users. Unfortunately, I myself don't know how to overcome this issue. Sometimes shipping this dll along with the exe has been a solution, but it doesn't work in all the cases. I have seen a few issues. This dll seems to come into picture with matrices btw. Some debugging can give that idea but not so concrete.