heres the link, all you need to do is extract the dll into the main directory of your silent hill 4 the room
Widescreen Fixes Pack - plugins to make or improve widescreen resolutions support in PC games
No need to check directx or checking your latest graphics driver, thats bullshit.... :o
Silent Hill 4 The Room doesnt support WideScreen, so your having "Failed To Initialize Directx" Error.... You need to patch it with wide screen fix for the game in order it to work.... :)