When I set Dolphin to use DirectX9 it first gives me a warning that my graphics card is too old (... it's a nVidia GeForce 9600GT...), then it tries software VP, and gives another warning that it failed and crashes afterwards.
O, and the Dolphin version I have is 2902.
Make sure to download the latest Microsoft DX Updater and VC++ 2008 SP1 from the Dolphin Requirements in the General forums. If that doesn't work, make sure you've installed the latest drivers for your graphics card.
I have installed both dx and the vc++. I had already updated my graphics card drivers. still no luck with it running in directX mode.
edit:
exceptioninfo.txt
Unhandled Exception
Code: 0xC0000005
Call stack info:
0x038B50A9 : ?
depends which version of directx plugin you are using...it's been broken for a month or more, so you'll need to get an older one. Just check the commit logs and look for a message that says something like "THIS BREAKS DIRECTX FOR THE NEAR TERM", and get a directx plugin before that revision.
Also, last I checked the plugin will die if you try to run it with both fullscreen and render to main window enabled...with dx plugin, it's either or, not both (this may not be true on recent builds...but remember - it doesn't work anyways :p )
p.s. why can't/won't you use OpenGL video plugin? Should just do that :p