The DX installation has a nasty habit of installing an updated version, sometimes the debug version. If so, you need to install the release version that is included. The DX diagnostic list should show the following :
ddraw.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 266240 bytes
ddrawex.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 27136 bytes
dxapi.sys: 5.01.2600.0000 English Final Retail 8/4/2004 04:00:00 10496 bytes
d3d8.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 1179648 bytes
d3d8d.dll: 5.04.0000.2904 English Final Debug 12/1/2004 16:00:00 1390792 bytes
d3d8thk.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 8192 bytes
d3dref8.dll: 5.04.0000.2904 English Final Debug 12/1/2004 15:59:30 248008 bytes
d3d9.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 1689088 bytes
d3d9d.dll: 9.10.0455.0000 English Final Debug 12/5/2005 18:09:28 3080400 bytes (problem)
d3dref9.dll: 9.10.0455.0000 English Final Retail 12/5/2005 18:08:04 339664 bytes
d3dim.dll: 5.01.2600.0000 English Final Retail 8/4/2004 04:00:00 436224 bytes
d3dim700.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 825344 bytes
d3dref.dll: 5.04.0000.2904 English Final Debug 12/1/2004 15:59:12 106696 bytes
d3dramp.dll: 5.01.2600.0000 English Final Retail 8/4/2004 04:00:00 590336 bytes
d3drm.dll: 5.01.2600.0000 English Final Retail 8/4/2004 04:00:00 350208 bytes
d3dxof.dll: 5.01.2600.0000 English Final Retail 8/4/2004 04:00:00 47616 bytes
d3dpmesh.dll: 5.01.2600.0000 English Final Retail 8/4/2004 04:00:00 34816 bytes
dplay.dll: 5.00.2134.0001 English Final Retail 8/4/2004 04:00:00 33040 bytes
dplayx.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 229888 bytes
dpmodemx.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 23552 bytes
dpwsock.dll: 5.00.2134.0001 English Final Retail 8/4/2004 04:00:00 42768 bytes
dpwsockx.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 57344 bytes
dplaysvr.exe: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 30208 bytes
dpnsvr.exe: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 18432 bytes
dpnet.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 375296 bytes
dpnlobby.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 3584 bytes
dpnaddr.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 3584 bytes
dpvoice.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 212480 bytes
dpvsetup.exe: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 83456 bytes
dpvvox.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 116736 bytes
dpvacm.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 21504 bytes
dpnhpast.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 35328 bytes
dpnhupnp.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 60928 bytes
dpserial.dll: 5.00.2134.0001 English Final Retail 8/4/2004 04:00:00 53520 bytes
dinput.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 159232 bytes
dinput8.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 181760 bytes
dinput8d.dll: 5.01.2600.1106 English Final Debug 12/1/2004 15:59:32 359624 bytes
dimap.dll: 5.01.2600.0000 English Final Retail 8/4/2004 04:00:00 44032 bytes
diactfrm.dll: 5.01.2600.0000 English Final Retail 8/4/2004 04:00:00 394240 bytes
joy.cpl: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 68608 bytes
gcdef.dll: 5.01.2600.0000 English Final Retail 8/4/2004 04:00:00 76800 bytes
pid.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 35328 bytes
dsound.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 367616 bytes
dsound3d.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 1294336 bytes
dswave.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 19456 bytes
dswaved.dll: 5.03.0000.0900 English Final Debug 12/1/2004 15:58:30 30920 bytes
dsdmo.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 181760 bytes
dsdmoprp.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 71680 bytes
dmusic.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 104448 bytes
dmusicd.dll: 5.04.0000.2904 English Final Debug 12/1/2004 15:59:26 134344 bytes
dmband.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 28672 bytes
dmbandd.dll: 5.03.0000.0900 English Final Debug 12/1/2004 15:58:30 41160 bytes
dmcompos.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 61440 bytes
dmcompod.dll: 5.03.0000.0900 English Final Debug 12/1/2004 15:59:22 73928 bytes
dmime.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 181248 bytes
dmimed.dll: 5.04.0000.2904 English Final Debug 12/1/2004 15:59:28 240328 bytes
dmloader.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 35840 bytes
dmloaded.dll: 5.03.0000.0900 English Final Debug 12/1/2004 15:58:32 52424 bytes
dmstyle.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 105984 bytes
dmstyled.dll: 5.03.0000.0900 English Final Debug 12/1/2004 15:59:08 117448 bytes
dmsynth.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 103424 bytes
dmsynthd.dll: 5.03.0000.0900 English Final Debug 12/1/2004 15:59:06 112840 bytes
dmscript.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 82432 bytes
dmscripd.dll: 5.03.0000.0900 English Final Debug 12/1/2004 15:59:08 115912 bytes
system.dll: 1.01.4322.2032 English Final Retail 9/14/2005 19:56:35 1224704 bytes
Microsoft.DirectX.Direct3D.dll: 9.05.0132.0000 English Final Retail 12/24/2005 09:31:29 473600 bytes
Microsoft.DirectX.Direct3DX.dll: 5.04.0000.3900 English Final Retail 12/24/2005 09:31:26 2676224 bytes
Microsoft.DirectX.Direct3DX.dll: 9.04.0091.0000 English Final Retail 12/24/2005 09:31:26 2846720 bytes
Microsoft.DirectX.Direct3DX.dll: 9.05.0132.0000 English Final Retail 12/24/2005 09:31:27 563712 bytes
Microsoft.DirectX.Direct3DX.dll: 9.06.0168.0000 English Final Retail 12/24/2005 09:31:27 567296 bytes
Microsoft.DirectX.Direct3DX.dll: 9.07.0239.0000 English Final Retail 12/24/2005 09:31:27 576000 bytes
Microsoft.DirectX.Direct3DX.dll: 9.08.0299.0000 English Final Retail 12/24/2005 09:31:27 577024 bytes
Microsoft.DirectX.Direct3DX.dll: 9.09.0376.0000 English Final Retail 12/24/2005 09:31:28 577536 bytes
Microsoft.DirectX.Direct3DX.dll: 9.10.0455.0000 English Final Retail 12/24/2005 09:31:29 577536 bytes
Microsoft.DirectX.DirectDraw.dll: 5.04.0000.2904 English Final Retail 12/24/2005 09:31:29 145920 bytes
Microsoft.DirectX.DirectInput.dll: 5.04.0000.2904 English Final Retail 12/24/2005 09:31:29 159232 bytes
Microsoft.DirectX.DirectPlay.dll: 5.04.0000.2904 English Final Retail 12/24/2005 09:31:29 364544 bytes
Microsoft.DirectX.DirectSound.dll: 5.04.0000.2904 English Final Retail 12/24/2005 09:31:29 178176 bytes
Microsoft.DirectX.AudioVideoPlayback.dll: 5.04.0000.2904 English Final Retail 12/24/2005 09:31:28 53248 bytes
Microsoft.DirectX.Diagnostics.dll: 5.04.0000.2904 English Final Retail 12/24/2005 09:31:28 12800 bytes
Microsoft.DirectX.dll: 5.04.0000.2904 English Final Retail 12/24/2005 09:31:28 223232 bytes
dx7vb.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 619008 bytes
dx8vb.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 1227264 bytes
dxdiagn.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 2113536 bytes
directx.cpl: 9.10.0455.0000 English Final Retail 12/5/2005 18:08:20 145104 bytes
mfc40.dll: 4.01.0000.6140 English Final Retail 8/4/2004 04:00:00 924432 bytes
mfc42.dll: 6.02.4131.0000 English Final Retail 8/4/2004 04:00:00 1028096 bytes
wsock32.dll: 5.01.2600.2180 English Final Retail 8/4/2004 04:00:00 22528 bytes
amstream.dll: 6.05.2600.2180 English Final Retail 8/4/2004 04:00:00 70656 bytes
devenum.dll: 6.05.2600.2180 English Final Retail 8/4/2004 04:00:00 59904 bytes
dxmasf.dll: 6.04.0009.1125 English Final Retail 8/4/2004 04:00:00 498205 bytes
mciqtz32.dll: 6.05.2600.2180 English Final Retail 8/4/2004 04:00:00 35328 bytes
mpg2splt.ax: 6.05.2600.2180 English Final Retail 8/4/2004 04:00:00 148992 bytes
msdmo.dll: 6.05.2600.2180 English Final Retail 8/4/2004 04:00:00 14336 bytes
encapi.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 20480 bytes
qasf.dll: 10.00.0000.3802 English Final Retail 1/28/2005 12:44:28 221184 bytes
qcap.dll: 6.05.2600.2180 English Final Retail 8/4/2004 04:00:00 192512 bytes
qdv.dll: 6.05.2600.2180 English Final Retail 8/4/2004 04:00:00 279040 bytes
qdvd.dll: 6.05.2600.2180 English Final Retail 8/4/2004 04:00:00 385024 bytes
qedit.dll: 6.05.2600.2180 English Final Retail 8/4/2004 04:00:00 562176 bytes
qedwipes.dll: 6.05.2600.2180 English Final Retail 8/4/2004 04:00:00 733696 bytes
quartz.dll: 6.05.2600.2749 English Final Retail 8/30/2005 03:54:26 1287168 bytes
strmdll.dll: 4.01.0000.3928 English Final Retail 8/4/2004 04:00:00 246302 bytes
iac25_32.ax: 2.00.0005.0053 English Final Retail 8/4/2004 04:00:00 199680 bytes
ir41_32.ax: 4.51.0016.0003 English Final Retail 8/4/2004 04:00:00 848384 bytes
ir41_qc.dll: 4.30.0062.0002 English Final Retail 8/4/2004 04:00:00 120320 bytes
ir41_qcx.dll: 4.30.0064.0001 English Final Retail 8/4/2004 04:00:00 338432 bytes
ir50_32.dll: 5.2562.0015.0055 English Final Retail 8/4/2004 04:00:00 755200 bytes
ir50_qc.dll: 5.00.0063.0048 English Final Retail 8/4/2004 04:00:00 200192 bytes
ir50_qcx.dll: 5.00.0064.0048 English Final Retail 8/4/2004 04:00:00 183808 bytes
ivfsrc.ax: 5.10.0002.0051 English Final Retail 8/4/2004 04:00:00 154624 bytes
mswebdvd.dll: 6.05.2600.2180 English Final Retail 8/4/2004 04:00:00 204288 bytes
ks.sys: 5.03.2600.2180 English Final Retail 8/3/2004 23:15:22 140928 bytes
ksproxy.ax: 5.03.2600.2180 English Final Retail 8/4/2004 00:56:58 130048 bytes
ksuser.dll: 5.03.2600.2180 English Final Retail 8/4/2004 00:56:44 4096 bytes
stream.sys: 5.03.2600.2180 English Final Retail 8/3/2004 23:08:04 48640 bytes
mspclock.sys: 5.03.2600.2180 English Final Retail 8/3/2004 21:58:40 5376 bytes
mspqm.sys: 5.01.2600.2180 English Final Retail 8/3/2004 21:58:42 4992 bytes
mskssrv.sys: 5.03.2600.2180 English Final Retail 8/3/2004 21:58:42 7552 bytes
swenum.sys: 5.03.2600.2180 English Final Retail 8/3/2004 21:58:42 4352 bytes
mstee.sys: 5.03.2600.2180 English Final Retail 8/3/2004 22:58:40 5504 bytes
ipsink.ax: 5.03.2600.2180 English Final Retail 8/4/2004 00:56:58 16384 bytes
mpeg2data.ax: 6.05.2600.2180 English Final Retail 8/4/2004 04:00:00 118272 bytes
ndisip.sys: 5.03.2600.2180 English Final Retail 8/3/2004 23:10:14 10880 bytes
streamip.sys: 5.03.2600.2180 English Final Retail 8/3/2004 23:10:14 15360 bytes
msvidctl.dll: 6.05.2600.2180 English Final Retail 8/4/2004 04:00:00 1428480 bytes
slip.sys: 5.03.2600.2180 English Final Retail 8/3/2004 23:10:18 11136 bytes
nabtsfec.sys: 5.03.2600.2180 English Final Retail 8/3/2004 23:10:30 85376 bytes
ccdecode.sys: 5.03.2600.2180 English Final Retail 8/3/2004 23:10:18 17024 bytes
vbisurf.ax: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 30720 bytes
msyuv.dll: 5.03.2600.2180 English Final Retail 8/4/2004 00:56:46 17408 bytes
kstvtune.ax: 5.03.2600.2180 English Final Retail 8/4/2004 00:56:58 61952 bytes
ksxbar.ax: 5.03.2600.2180 English Final Retail 8/4/2004 00:56:58 43008 bytes
kswdmcap.ax: 5.03.2600.2180 English Final Retail 8/4/2004 00:56:58 90624 bytes
vfwwdm32.dll: 5.01.2600.2180 English Final Retail 8/4/2004 00:56:48 53760 bytes
wstcodec.sys: 5.03.2600.2180 English Final Retail 8/3/2004 23:10:22 19328 bytes
wstdecod.dll: 5.03.2600.2180 English Final Retail 8/4/2004 04:00:00 50688 bytes
Not that is one debug file - as far as I know nothing uses.
You should also check the DX control panel applet, and make sure all debug levels are switched off.