I can understand that it seems like everyone has this issue, but mine is very peculiar. I've done what every thread on the first five pages of Google have suggested me to do, and yet, I still get stuck at the screen after tuning. I've tried multiple D3DX9_42.dll files, even while trying to put them in the root and dlc folders, but nothing has worked.
The weird thing is, I've gotten it to work before. I recently performed a fresh Windows install on my computer, as a result of multiple malicious programs eating up my RAM. Now that I've reinstalled however, nothing seems to be working.