It sounds like you're referring to a file — possibly with a typo in your message ("d3dx3 30dll exclusive"). That DLL is part of DirectX 9 (specifically the D3DX utility library), and it's famously required by many older PC games.
If you encounter a "d3dx9_30.dll missing" error, experts advise against downloading individual DLL files from third-party websites, as these can be corrupted or contain malware. Instead, use official channels: DirectX End-User Runtime : Download the DirectX End-User Runtime Web Installer Official Microsoft Download Center to automatically restore missing files. Redistributable Package : For a more comprehensive fix, the DirectX Redist (June 2010) d3dx3 30dll exclusive