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This means one of two things:

Your video card does not support Direct3D 8. If your computer is more than 4 years old, this is very likely the case. StepMania can not run without hardware acceleration, so your only option is to buy a new video card (AGP or PCI).
Your video card does support Direct3D 8, but you have a very old driver installed. You need to obtain an updated video driver from either the PC manufacturer (Dell, Compaq, Gateway, HP) or directly from the graphics card maker (Nvidia, ATI).

The error "Cannot find Dinput8.dll" appears when launching the game./ StepMania reports "Direct3DCreate failed".

You need to download DirectX 8.1 at http://www.microsoft.com/directx/.

When playing with a dance pad, the game doesn't register presses of Left and Right simultaneously or Up and Down simultaneously.

This is a hardware limitation of many PlayStation->USB converters. In some cases, it can be solved by turning on the option "Ignore Joy Axes" on the Input Options screen. See our adapter compatibility page for more information on this problem.

The graphics appear blurred on the right and bottom edges. for example, "Stage One" will appear as "Stage O----" (blur).

You probably have a Savage video card and are running StepMania 3.0 final. Please download the latest intermediate version of SM, and the problem should be fixed.

I'm using an EMS2, and pressing 2 buttons simultaneously resets the game to the main menu.

Apparently this is a know problem with the latest batch of EMS USB2's: http://www.levelsix.com/L6news.shtml

Can newer StepMania versions import my StepMania 3.0 final high scores?

As of StepMania 3.9 alpha 5, the answer is yes. To use this feature, copy the file "statistics.ini" file from the StepMania 3.0 final directory (usually C:\Program Files\StepMania) to the StepMania 3.9 directory (usually C:\Program Files\StepMania CVS).

* Be sure that you have copied all of your songs over from SM 3.0 final or else some scores will fail to import.

* When copying songs from 3.0 to 3.9, do not rename any song folders. For example, if have a song in StepMania 3.0 at "Songs\4th Mix\B4U", the song must exist in SM 3.9 at "Songs\4th Mix\B4U". If these names do not match exactly, scores will fail to import.

The versus, double, and couple styles aren't selectable. I see them, but I can only choose single or couple.

Press Start on the 2nd pad, then you'll be able to select styles that require both sides to be joined.

When I run StepMania on Windows Server 2003, I get an error "hardware acceleration isn't available".

D3D hardware acceleration is disabled by default in Windows Server 2003. This web page has instructions on how to re-enable hardware acceleration: http://www.msfn.org/win2k3/hardwareacc.htm

How do I run StepMania on my Xbox?

For legal reasons, we cannot distribute an executable of StepMania for Xbox. Someone in the #xbins channel on EFnet may be able to help you. See the Xbins web site for more information.

I can't press more than 2 keys simultaneously. How do I fix this?

This is a hardware limitation of nearly every keyboard - both PS2 and USB. See here for more info.

Joysticks don't work in the Linux version.

Some notes courtesy of Aaron VonderHaar:

Depending on SDL compile-time options, it may only be looking for /dev/js?. If the system has devfs, then the joysticks may actually be in /dev/js/? -- I couldn't figure out how to tell SDL where to look, so I ended up making symlinks (e.g. /dev/js0 => /dev/js/0).
A common problem is that the necessary joystick modules aren't properly loaded.
There are latency issues with the parallel port joystick driver.

When I run under RedHat 9, I get the error "libmad.so.0 is missing"

You can get the libmad RPM for RedHat 9 here.

When I run under Linux, I get the error "SDL 1.2.6 is required"

RedHat and Mandrake users can get the RPM here. If you're trying to compile StepMania, you can get the SDL-devel RPM here.

StepMania FAQ

The error "Your system is reporting that Direct3D8 hardware acceleration is not available. In most cases, you can download an updated driver from your card's manufacturer".

The error "Cannot find Dinput8.dll" appears when launching the game./ StepMania reports "Direct3DCreate failed".

When playing with a dance pad, the game doesn't register presses of Left and Right simultaneously or Up and Down simultaneously.

The graphics appear blurred on the right and bottom edges. for example, "Stage One" will appear as "Stage O----" (blur).

I'm using an EMS2, and pressing 2 buttons simultaneously resets the game to the main menu.

Can newer StepMania versions import my StepMania 3.0 final high scores?

The versus, double, and couple styles aren't selectable. I see them, but I can only choose single or couple.

When I run StepMania on Windows Server 2003, I get an error "hardware acceleration isn't available".

How do I run StepMania on my Xbox?

I can't press more than 2 keys simultaneously. How do I fix this?

Joysticks don't work in the Linux version.

When I run under RedHat 9, I get the error "libmad.so.0 is missing"

When I run under Linux, I get the error "SDL 1.2.6 is required"