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gx.dll is a graphics dll. It is part of the operating system. Sometimes programs bring their own gx.dll with their own extensions included. The install should have asked if the gx.dll installed was older than the one on the Axim. Snowed In was, I think a newer game, so it may have had a newer gx.dll. No biggie if you deleted it, but it probably wasn't doing any harm (other than occupying a tiny 8.57K of space).
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