That is pretty simple.It means that you just have to put d3d9.dll where your FalloutNV.exe located, as well as FalloutNVLauncher.exe.
P.S.
My apologies for poor explanation.When you are installing any kind of ENB, you always have to put its files in your Fallout New Vegas folder, not in Data folder.The only manipulations with Data folder are appearing if your ENB requires an additional mod to be installed.