DirectX is an application that comes pre-installed with every Windows operating system. Double click the DirectX Setup file that you originally used to install DirectX. The file is called "DXSetup.e xe" and is usually downloaded to your "Downloads " folder or the desktop. Agree to the Microsoft DirectX license agreement and click Next. If you have successfully installed DirectX you get a message stating that the DirectX installation on your computer is up to date. Close the DirectX Setup by clicking Finish.