I still have this problem. To solve it, only the CSFM link posted on Jan 21st works. After installing this I have ticked the box to Validate D3DX9_42.Dll, it is in the correct directory and correctly named. The game is set to run as administrator and DLC songs do play. I have more songs downloaded and tried some of these but to no avail. Figure if I can get this one working the rest would follow too.