Update your version of directx runtimes. Otherwise, do a little searching on the web and you can find just the .dll. You can put it in the same dir as fba and it should work fine.
Sound bug in PGM driver:
Missing some voice sounds in Photo Y2K.
Missing sound clear stage in Puzzle Star.
Probably the low interleave value. Try upping it a bit (double?) and it'll probably be fixed. ^^