The program can't start because d3dx9_37.dll is missing ...

I just got a new computer with Win 7 running DX11. I really do not want to go backwards. Suggestions?

Be sure to install the three 3rd party apps from the DVD.
DX, .net and C++.
That should get it going for you.
Don't skip the DX9 runtime stuff simply because you have DX11. The game needs them.

He Pat, back on track with your new rig.
Missing DirectX filles is normal just go to a site like http://www.dll-files.com/dllindex/dll-files.shtml?d3dx9_37 to extract it to your rig.

Installing directx 9.0 in win 7 is perfectly safe, it doesn't replace the DX11 files, and is standard practice for software written before the release of win 7, a great deal of which will not run without doing so. Its due to Microsoft dropping the audio api from later versions of direct x , a great deal of older software relies on making calls to the directx sound routines, hence the need to install both.