I've got the DX 9 earlier today (downloaded it, of course :-D) and all went well.
First of all, my video card is a GeForce 4 Ti 4200 64 MB version
Did several tests on it using dxdiag, no problems.
And as someone just mentioned - playing online games with dx9 against dx8 players will cause dx8 players to lose performance.... maybe that's what happened earlier when I played UT2003 with the new dx9 - noticed that the gameplay didn't perform as well after a while because most of the players have dx8 or 8.1. Ah well.
TIGS