My computer is almost 2 YEARS old and I've never been able to get my directx to the latest version, I'm still using the original 9.0C from 2004.  For some reason it seems to block my attempts to update.

I've tried everything, using windows update and the web installer, installing a newer version from a game cd, updating in safe mode.

I do get some artifacts in newer games because my direct x just won't update and I do now what I'm doing at least I think I do, all my drivers are UPDATED except the *censored* direct x.  Hopefully someone can help.

System Specifics:
Dell XPS Gen 4

Operating System: Windows XP Service pack 2
CPU: Intel Pentium 4 3.2 with hyperthreading
Hard Drive: Maxtor 80 gig 7200 rpm
Graghics Card: Geforce 7800GT OC
Memory:  2 gigs ddr2 ram
Audio:  Soundblaster Audigy 2 zs
OK, try clicking here to download the full package (large download, ~60Mb)
When the download has finished, double click it and CHOOSE where you want to extract it to (say, a folder called Directx).
When it has extracted the files, open the folder and open dxsetup.exe.
When this has finished, you can delete the folder and the file you downloaded.
Hope this helps.Thanks for the reply but like I said I've tried everything and yes I am clicking on the dxsetup.exe file.  I've been wondering if Dell locks the direct x just like they LOCK the bios.  Is there a difference between a retail copy of Windows and a OEM intall?   But even dell says to update you're direct x so that couldn't be it.

I know my computer runs fine and direct x works fine but I its just frustrating me, it just won't update.

I forgot to mention that when I do update and look in the direct x log file in windows explorer it will show that it is installing but it looks like dx files are not being installed as though the computer is blocking it.   And the direct x should update when I install newer games from a cd rom but it still won't install. 

Does anyone else have any suggestions?

Edit:  I forgot to mention that it still won't update even after a clean install of windows using the download you gave and previous versions.  Is there a file or something I need to install?Vista only for DX10?I must say, that is extremely odd.
If it still won't update after a FRESH install of Windows, I am totally stumped.
Sorry.