the config file is usualy at My Documents > Capcom > Confing file.
I think this folder is created in the first time you enter the game so i dunno if you have it.
if i was you i would try directx 9.0 c first.
just to be sure that you install all the proper files (directx , last graphic drivers) you should format your operative system and then install windows again. (it is boring to do that but at least you know that there are no conflicts betwen installed files).
the only way to correct the (erro9: unsuported function) is to find a good combination of resolutions betwen the desktop
and the config file.
here are 2 answers i found on the net:
"i start game and get ERRO9: Unsupported Function - and game just crashes, couldnt even start it
now i read your post - changed resolution u config.ini to 1900x1200 as my screen is
- and BAM - starts game with no problem"
"was getting the same error message when trying to load the game in windows XP. Changed my desktop resolution to 1024 X 768 and could load the game ok. Have now altered the in game settings to the same as what I normally run windows in (1680 X 1050) and can load the game ok every time now without having to lower my desktop resolution. Hope this works for you too"
when you choose to play the game what option did you choose in the small window that pops-up?
PS: i used my old CRT monitor and strangely i could play the game in all the resolutions like 2200x2100.