Is it just me or does the Direct X 9.0 download not functioning correctly. I’m trying to play a really big game (Warcraft 3) that would probably run better if I had the newest version of Direct X. What can I do? Are any of you having similar problems? Thanks! 
Works fine for me. Download the latest web installer and use that, or download dx90a_redist.exe.
I could be wrong, but it’s unlikely that old games will take advantage of new versions of DirectX
They use old routines, such as D3D7->Clear();
(in other words even while your computer is running directx9, the games will still use the 7, or 6, or even 5 routines that still come with directx9)
However, it is possible that Microsoft improves the older directx routines in their update (this is risky as they are supposed to remain backwardly compatable)
thanks alereon and lobsang. I just re downloaded it! (a very looooong time!) and installed it and it now works, let me go try out warcraft 3 first.
Lobsang: Depends on your definition of “take advantage.” Installing an updated DirectX runtime generally improves performance accross the board for all DirectX applications, and can resolve bugs. However, new DirectX9 features are only available if the application is made for DirectX9, and your videocard supports DirectX9. At the moment, the only DirectX9 supporting videocards are the ATI Radeon 9500 and higher, and the nVidia Geforce FX-series.