Do you know how to boot into safe mode? Which operating system are you on? 95/98/2000/XP?
If you boot into safe mode you may be able to install DirectX without a hitch.
You can also run a program called DXDIAG from the command prompt, and it will test your DirectX installation.
I'm at work for a bit longer, so you can bug me for help on MSN messenger if you want
ID is email@example.com