Rocksmith 2014 stopped working... BEX Error

Symptoms: Rocksmith2014 crashes some seconds into startup, with:

Rocksmith 2014 stopped working... BEX Error

Cause: BEX stands for Buffer overflow. One of the drivers (DLL files) is not compatible. 

Solutions (one of many, probably):
1. Check the size of D3DX9_42.dll file in the Rocksmith folder. If it is suspiciously small, replace it with this one (2475352 bytes in size, taken from my virgin Win7 C:\Windows\System32\ folder).
2. Reinstall Rocksmith anew.
3. Update your graphics driver.

Good luck and play it on!