• The DirectX end-user installation includes all the latest and previous released DirectX runtime. This includes the bi-monthly D3DX, XInput, and Managed DirectX components.
• The DirectX runtime cannot be uninstalled. We recommend Windows Me and Windows XP users turn on a “System Restore” point before installing. For information on turning on a restore point, please refer to the following Microsoft Knowledge Base articles:
  Windows Millennium Edition: Microsoft Knowledge Base article 267951.
  Windows XP: Microsoft Knowledge Base article 310405.
• The DirectX Redist is recommended for those users that do not have internet connection during installation or need to reinstall the DirectX 9.0c core runtime.

You can download it here
http://www.microsoft.com/downloads/details.aspx?displaylang=en&FamilyID=2da43d38-db71-4c1b-bc6a-9b6652cd92a3