Have you included d3dx9_42.dll and d3dcompiler_42.dll? The second one should be in the engine directory somewhere, and is recommended if you don't pre-compile your shaders.
I found two more bug (may be you have already fixed it). First bug with adapting car to slopes. Here example on screen (left - bug, right - how it should be): Another bug with car rotating. Just drive forward a bit, and while slowing down start turning... even after stoping car will keep rotating...