Game for DirectX 9 not working with DirectX 11

• Orcs Must Die totally supports DirectX 11. Gamers have confirmed it working: Read More Here

• Its your DirectX that is malfunctioning due to some reason. Microsoft has also logged it. Follow the instructions Here to fix it.

• Check if your nVidia driver is over-riding any DirectX settings.

• Test your system if the game can actually run and ur system can handle it Here

DirectX installs can co-exist. So it should be safe to install dx9 when dx11 is already installed.

You could also download a dll-pack, which might include the one you're missing. Download here

It means that game also uses DX9 DLLs. Developers use new DX libraries (especially for new effects), but bad developers are partially using DirectX 9 and they simply don't want to leave it.

Probably you've started finding DirectX packs now.
There's no need to find all files in CDs, DirectX packs, and so on.
You can download the missing file from the net, and place it on game's executable's folder (or in System32 or 64, but do this if nothing helps).
For example you can download your missing d3dx9_43 file here.