This warning "d3dx9 install completed, but installed file -n /Users/alanbly/.wine/dosdevices/c: /windows/system32/d3dx9_24.dll not found " should be harmless in your case. The file probably exists, but the extra -n confused the install check. It was reported here http://code.google.com/p/winetricks/issues/list?cursor=8 but only when I saw your post did I notice the funky -n, thanks.
