Direct X 8.1 error affecting Command & Conquer Generals and Command & Conquer Zero Hour.

By the way, DirectX 8.1 is not a version of DirectX which comes shipped with Windows. You need to install DirectX 9.0c (which apparently contains it) manually:

1. Download this redistributable package from Microsoft
2. Run it, then tell it to extract the necessary files to any folder of your choosing (one you'll easily browse to)
3. After it's finished, go to that folder and run DXSETUP.exe as administrator.
4. Reboot your computer once the installation is finished.

This will resolve the missing DirectX library issue for C&C Generals, C&C 3 Tiberium Wars, C&C Red Alert 3, C&C 4 Tiberian Twilight and their expansions, as well as the Battle for Middle-earth series.