I get “Unable to get DirectX9 device capabilities. GrLevel3 will now exit” and I’m running Windows 7.

Install the proper video drivers for your video card (on-board or dedicated). If you have Vista, Win7, or 8.x, you DO NOT need to install DirectX, and attempting an install will potentially break what is there, forcing an OS re-installation.  If you have Windows XP (which is no longer supported by Microsoft or the group), it is entirely possible you need to update or reinstall DirectX.

If it continues to fail, you may need to replace your video card.