I've downloaded the March 2008 redist version of DirectX for XP from The Software Patch, and maybe my mind is playing tricks on me but I think the installation process has been changed. When I opened it I was asked where I wanted the files to be installed. I didn't have a clue because I don't recall this question arising for DirectX installs before.
I started using The Software Patch for the security updates because they list them all month by month. It's very easy to follow. Also, when I was on dial-up, the automatic updates usually never finished.
But using Miscrosoft's own site the download was less than half the size. It showed the files it was downloading too, some of them were dated 2005 and 2006. I thought that was strange.
This is the 'redist' version of DirectX - all files are downloaded in one package (rather than an active download).
Instructions: make a system backup or restore point. Double-click on the file once the download has completed. You will be asked where you want to place the extracted files. This is a temporary folder only - you can delete these files once the Direct X 9.0c installation has completed. Now go to that temporary folder. There will be lots of files in there - run DXSETUP.exe and wait for it to complete the installation. Restart you computer if required. Now you can delete the files in the temporary folder. For future use, you can keep the file you downloaded or simply delete it - it doesn't matter.
DirectX is a crucial system component. It cannot be uninstalled without reinstalling your operating system (!) or performing a system restore/system recovery.
To determine what version is current installed on your system and other tips about DirectX, see our guide here.
This version of DirectX was released March 2008.