Hi
Thank you for using Microsoft Windows Vista Forums.
I will require some additional information to assist you better.
Ø How are you trying to install it?
In the mean time, let us try downloading the Directx to the desktop from the link below and install it in clean boot mode.
DirectX Software Development Kit
Follow the instructions in the link below to perform Clean boot procedure.
Step 1: Perform a clean boot
Step 2: Enable half of the services
Step 3: Determine whether the problem returns
Step 4: Enable half of the Startup items
Step 5: Determine whether the problem returns
Step 6: Resolve the problem
Step 7: Reset the computer to start as usual
How to troubleshoot a problem by performing a clean boot in Windows Vista
http://support.microsoft.com/kb/929135
After checking the issue, put the computer back to the Normal mode.
Uninstall or update the program which is causing the issue.
Please post back and let us know if this has helped to resolve your issue.
Regards,
KarthiK TP