I have that file. it is installed with many games on Steam.

that d3dx9_33.dll you downloaded should still be digitally signed by Microsoft. you can check for that in the file's properties. to test the file against it's digital signature, select a signature and click details.

the reason GlovePIE didn't work after downloading d3dx9_33.dll could have been that you didn't put a 32-bit copy of d3dx9_33.dll into C:\Windows\SysWOW64\

to fix your problem you could try running the directx installer from one of your game's folders.

once inside a game folder, the remaining path is _CommonRedist, DirectX, Jun2010, DXSETUP.exe

here is a list of files in DirectX Jun 2010 Redist: https://steamdb.info/depot/228990/

if you have any of these games installed, I've found they have the directx installer.

BattleBlock Theater
Canyon Capers
Castle Crashers
FEZ
Freedom Planet
Insurgency
Mark of the Ninja
Monaco
Nidhogg
Really Big Sky
The Elder Scrolls V: Skyrim
The Stanley Parable
Transistor

if anyone doesn't have a Steam game with DirectX Jun 2010 Redist installed right now but need something free + quick to download, I found this game called Ultimate Tic-Tac-Toe and it includes a copy of DirectX Jun 2010 Redist.

http://store.steampowered.com/app/360870/

Woah, thanks for being so helpful! I followed your instructions (ran the installer from Nidhogg) and now GlovePie runs without issue, Wiimotes and all. 🙌👏👏