DX9 is more likely to cause problems with specific graphics cards, rather than with Baldurs Gate imparticular. In general, as long as your graphics card works fine at the moment, updating to DX 9 is unlikely to cause too many problems.
If you have system backup/restore settings software, use it. Norton utilities has some good recovery software, and you should ideally use this as a precaution.
Anyhow, good luck with the update and let us know how you get on.
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Warning: Powergamer
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