Windows 7: File Keeps on being Deleted

I got this file that is required for a game to work but the computer keeps deleting it. Not sure if the computer is deleting for moving the file but the file has to be in the game folder for it to work. The file is d3d9.dll. How do I prevent the computer from deleting or moving the file?

Do you have a real time anti virus running? It may think it is a virus and is auto deleting it

My anti virus is not saying it is a virus.

Did the file come with the game? Read this:
D3d9.dll - D3d9.dll Not Found Error - Missing D3d9.dll - Fix D3d9.dll

no it didn't. The game is GTA San Andreas. I used a mod called enbseries which enhance the graphics. For the mod to work properly, it needs a d3d9.dll and it comes with the mod. I launch the game and it works but when I exit the game, I can see the file for 2 seconds and then it disapears and when I start the game up again. The game starts but the mod des not. I need to find a way to prevent that file from being deleted so I don't have to keep on copying and pasting the file everytime I want to play that game.

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Just to confirm...you checked your AV's quarantine to make sure the file isn't there? You checked the AV log for file deletion? The file is not in the recycle bin? Checked the Event Viewer/Windows logs?

Not sure how to do that but the file is not in the recycle bin.