Emulator

Does the CreatePixelShaderFromByteCode error appear in the 3.0-692 build as well? If so, please read the error message carefully and post all requested info.

It does. The message I posted is exactly what appears. As a matter of fact, that error was transcribed from a recent 3.0-692 test, just before I posted this. I'm not sure if that's what it said on the version I had before, but I'm sure it was something along those lines.

Just to make sure, is everything down here disabled? http://cl.ly/HTAJ

Those options usually cause nothing but problems on Intel GPUs.

I tried unchecking the only option I had checked there, "Disable Per-Pixel Depth", and it still crashed, with the error "Failed to create depth state at Src\Render.cpp 1243" this time.

Oh, but I tried having just "Disable Per-Pixel Depth", "Disable Fog" and "Skip Dest. Alpha Pass" checked and the game worked fine. Turns out having the option "Skip Dest. Alpha Pass" checked is the key.

"Disable" is such a buzzword. I wasn't sure if you meant "disable the checkbox" or "disable the feature, by checking the checkbox", so I tried several combinations, and this worked.

In both revisions, with that option unchecked, the game crashes, but Dolphin itself doesn't. I get two "CreatePixelShaderFromByteCode failed at Src\D3DShader.cpp 151" message boxes, in either revision.

On Dolphin 3.5, the game runs just fine with DX9. I tried with the "Skip Dest. Alpha Pass" checkbox checked, and it ran a bit faster than without, but it does run fine.

The problem I had on the OP only happens on DX11 for me. With the SDAP checkbox checked, the game plays, albeit slowly; with it unchecked, the emulator gives the following error when Samus appears: "Failed to create blend state at Src\Render.cpp 1247"
The "Skip Fog" and "Disable Per-Pixel Depth" had no impact.

andreluis.g.silva, Dolphin 3.5 is old. We are interested in results with recent revisions.
You can download a recent build here: http://dolphin-emu.org/download/

Oh, right. Sorry. I just assumed a stable version was preferred. And I recently discovered that the old site, hosted by a greedy former-developer is using outdated versions or something or another, I just decided to use the most assured version I knew.

Dolphin 3.5-1180
D3D9, SDAP unchecked: Works fine.
D3D9, SDAP checked: Freezes when Samus shows, emulator is still going. Stopping the emulation causes Dolphin to freeze.
D3D11, SDAP unchecked: "Failed to create texture at Src\D3DTexture.cpp, line 66: hr=0x887a0005", followed by "DX11:TextureCache::TCacheEntry::FromRenderTargetFailed in Src\TextureCache.cpp at line 128: Create efb copy constant buffer 16", and then a Dolphin crash.
D3D11, SDAP checked: Works fine.