After you download the zip file, create a folder in C drive and label it Directx 8.2 then using winzip , extract all files to the new folder.
Open the new folder 8.2 and look for the setup file and execute it and it will go through the usual setup.
I am using them on Win98se and they are working great for me, stopped the micro warps for me, didnt help frame rate but made it a lot smoother.