While Microsoft has updated DirectX to newer versions for Windows Vista and Windows 7, it is still offered as a free download directly from Microsoft and for your conveniece, on this site too.
Installation of DirectX 9.0c provides added features to your gaming experience and allows you to take advantage of graphics for Windows. Some features of DirectX include DirectDraw, Direct3D for Windows, DirectPlayer and DirectSound.
After you have downloaded the file directx_Jun2010_redist.exe, run the executable file. Once Setup has initialized, you will be asked to accept the license agreement. After setup has completed, you should restart your computer and after that, DirectX 9.0c should have successfully installed.
Video chips which can take advantage of the DirectX 9.0c architecture include those produced by AMD (and former ATI cards) and Nvidia.
Alternatively, you may also install the DirectX 10 redistributable or the DirectX 11 redistributable setup files.