http://bugs.winehq.org/show_bug.cgi?id=24725
--- Comment #7 from Artem S. Tashkinov t.artem@mailcity.com 2011-03-20 12:27:11 CDT --- I can confirm that KB:AP crashes when running with built-in d3dx9_36.dll.
It works (mostly) fine (albeit very slowly) with native d3dx9_36.dll.