That's the problem

Go to the microsoft update sight. You probably have a "update windows" thingy on your "start" button ....thingy.
It will search your computer and give you a list of updates. Direct X has to be downloaded and installed seperate from the rest. Security updates are important also, and there are gobs of them.
Do the direct X download and see if it works for the game. You can go back later for all the other updates.
Hope your not on dialup

If you are, just start the DX download when you go to bed..