I have a slow (dial-up) connection so it took me some time to download the beta. I let it run overnight. When I got up it was downloaded and installed. It asked if I wanted to run the game immediately. I replied 'No' as I had other things I needed to do right away (though it is difficult to think what could have been more important). When I returned I ran the game from the start menu and got the message:
The application has failed to start because d3d9.dll was not found. Re-installing the application may fix this problem.
The only option was OK.
I am running Win XP - Pro