Dang, If anything, this new version of Rocksmith + has fired me up to get back into to Rocksmith 2014 that I haven't played for a few years now, where all the great songs are. I haven't even looked at what has come to Custom Forge in the last few years. There is gonna be 100's of new songs to look through. So I fired up Rocksmith 2014, downloaded some songs, but the froze up and wouldn't play.
For me, adding the D3DX9_42.dll file fixed the problem.