Problems with D3dx9_41.dll are somehow caused by a problem with Microsoft DirectX.
d3dx9_41.dll Error [Fix]
This DLL file is one of many files in the DirectX software collection. Since DirectX is used by most Windows-based games and advanced graphics programs, d3dx9_41.dll errors usually only appear when using these programs.
Follow these steps in the order listed to tackle the simpler solutions first.
Restart your computer if you haven't already. The error could be a fluke and a simple restart could fix it completely.