I installed the latest mge, and now when I try to start morrowind i get this:

The program can't start because d3dx9_30.dll is missing from your computer. try reinstalling the program to fix this problem.

I am running MW on WIN 7, and it was working before I installed MGE.

This is a MGE problem.
All MGE questions should be asked in the current MGE thread, in the Mod section.

Here: http://www.gamesas.com/index.php?/topic/1204129-morrowind-graphics-extender-mge/page__view__findpost__p__17960549

And if you read the FAQ in the MGE thread, you'll see the solution