See DirectX 9 doesn't fix earlier bugs
Trapanese said that he forwarded the information Microsoft and it has now told him the problem, Antonio, is not in DX9 itself but generated when it's installed.
It can be solved with the SP1, by uninstalling FS2002, installing Windows XP Service Pack 1, and then re-installing FS2002.
There's more on this, here. ยต