Hi ! Do you use a pirated Rocksmith steam version ?
A friend of mine did have the same problem. Without the DLL, the game starts but freezes when you begins playing a CDLC. With the DLL, the game doesn't start anymore !
If you are in that case, you should buy the game, it's worth it !
Hi ! You may have forgotten the D3DX9_42.dll ? You have to download and put it in your Rocksmith folder ! I did have the same problem, but now it works !