It might work despite the warning that is shown (depends on how exactly the d3d9.dll that you put into the Fallout 3 hooks the game), but if not, there is nothing that can be done.
Since such an override DLL almost certainly hooks some of the functions that vorpX needs to hook, there is no way to handle such a case in a controlled manner, hence the warning is shown. Under normal circumstances there should never be any system DLL override in a game directory.