Generally you will have to install Direct X first with newer chipset drivers that include Direct X 9.0 compliant audio drivers in the package. It's not a big deal.
As for DMA mode, generally installing chipset drivers will enable it for you. To be sure, go to the device manager and select the properties for the primary and secondary IDE channels under win2k/XP (for 98/me this will be under properties for the drive itself). Be sure your drives are using a DMA mode, rather than PIO only.
On serial ATA drives, depending on your motherboard, these will either show up as another IDE channel or a seperate serial ata controller. You can check the current transfer mode to be sure it isn't PIO mode.