Microsoft has released a updated DirectX package for all versions of Windows, This is a DX9/DX10 update that's not going to show up on the Windows Update website, but is an official release required by all games for functionality.

The DirectX redist includes all the latest and previous released DirectX runtime. This includes the bi-monthly D3DX, XInput, and Managed DirectX components and provides the latest DirectX that developers include with newly released and all older Games.

Latest Update: June 2008

Download details: DirectX WebSetup Update (Online Installer)

Download details: DirectX Standalone Update (Offline Installer)