Originally Posted by stuartambient
No need to cancel the install.
The installer included with your program is most likely an official microsoft directX installer.
All these do is check your current directX version and ONLY update if necessary and only parts that NEED updating.
If you do not trust the installer provided with your program feel free to download a genuine certified directx (web) installer from microsoft site and run that to update your directX.
The error you posted seems to indicate there is atleast 'something' wrong with your directx install so running the (web) installer might not be a bad idea.