http://bugs.winehq.org/show_bug.cgi?id=17630
--- Comment #13 from byteframe byteframe@gmail.com 2010-04-25 03:40:05 --- I'm sorry. Forget about my previous comment.
The d3dx10_35.dll was already in, because I was using a backup of the ut3 steam files. I got this file from dll-files.com, and did not have to install any direct3d redistributable, however.