I'm guessing that's the most up to date version then yes? At what point during the installation does it tell you that you need to install directx?
The program will have to verify your Direct X version. If your running the 9.0c then let it inspect and/or install (sey yes), It should determine that your direct X is current and continue with the game install.
This is what it says "Installation cannot continue because the game requires DirectX 9.0c or higher to be installed on your system. You can download the latest version here: http://www.microsoft.com/windows/directx" And then theres only 1 option to click "okay". then when i click that it closes