I don't know, if anybody have had the same problem - for those I have a solution:

I tried to start Squeak and got the message above. I am not shure why - perhaps I had a Windows update before ...

I tried to reinstall SP4 and Direct-x - didn't work.

The solution is: Deinstall Direkt-x first (free little tools are available) then install Direct-x once more.

I was careful and installed Direct-x 8.1b first and afterwards Direct-x 9.0c (the current version) because I had an older computer with Direct-x 8.1b and no problems starting Squeak. But I don't know if this indirect way is really necessary.

Hope I could help somebody.

Cheers

Thomas