Where are you trying to download DirectX from?
Are you signed on with Adminstrative privileges?
You can try this, not sure if it will help
Right click the MyComputer Icon and left click properties
Open the Hardware Tab and then click the Driver Signing
Set to Warn instead of Block if that is how it is set
Also, before installing DirectX, be sure to set a new Restore Point
Go to START>>ALL Programs>>Accessories>>System Tools>>System Restore
Create a Restore point
Name it and click Create