http://bugs.winehq.org/show_bug.cgi?id=16648
--- Comment #12 from joaopa jeremielapuree@yahoo.fr 2009-01-31 04:27:30 --- What comment 10 said is that d3dx9_38 is now in Wine. Surely your game request for a function that is not implemented in d3dx9_36 yet. That's another bug. Check whether this bug is already reported. If no, then fill a report bug about the missing function.
X3DAudio1_4.dll is still not in Wine.