Making The "Grand Ages: Rome" Demo Work In Steam

The "Grand Ages: Rome" demo was stalling at 99% and saying "Download
Starting..." forever in Steam. I didn't want to re-download.

I've not actually solved the problem, but going into

Steam\SteamApps\common\grand ages rome - demo

and launching it manually almost worked; it complained about
d3dx9_40.dll. Going into the DirectX directory and running setup
fixed that, too.