3D GameStudio A6 6.31 requires DirectX 9.0c.
Also, in SED, you can set the directory that the bin directory are located in. So you should have it as:
C:\Program Files\GStudio6\
instead of:
C:\Program Files\GStudio6\Bin
since SED looks in the Bin folder from the GStudio6 directory (or whether you install 3DGS in).
I hope this helps.