Had the same problem when i tried to run an older game on Windows-10, it complained about a missing dll d3dx941.dll. You can download the 'DirectX end user runtimes' from Microsofts website. The exact version depends on the file which is required by your application, in my case it was. To find the correct version i analyzed the error message.
If the missing file is for example d3dx941.dll, it means that DirectX-9 version 41 is required. The list below shows the available DirextX-9 versions, the version can be found at the third column. This gives you a clue of what to search for, the keywords directx Mar2009 lead me to the microsoft download page.
The DirectX built into Windows 10 is compatible with DirectX 9, 10 and 11. So you shouldn't try to install an older DirectX version manually at all. You can really screw up your Windows installation that way.
Unfortunately, there are a lot of programs (mainly old games) that try to install DirectX by themselves or test for the presence of a certain DirectX version in an incorrect way, which causes them to miss that DirectX is already present. There is really no good solution to that. If the installer of the old program is brain dead you can't really cure that. Sometimes it helps to run the installer in 'compatibility mode' for XP-SP3. In some other cases, you can force the installer to continue anyway and the game will just work despite the errors during the installation.
And sometimes you are just out of luck. You may have to experiment a little to see what works best in your particular case. That is because you are trying to install DirectX 9.0c End-User Runtime for Windows 2000 to XP SP1. Your link is the download page for this item, look for System requirements section below all items on Microsoft website (note it has the same id in the URL). You want one of the options below (both version 9.29.1974, expand Details section):.
Apr 30, 2018 - Download the update. Click on this link, and then click Download. First time you run dxdiag). Now, you will see '9.0c' next to 'DirectX Version'.
DirectX End-User Runtime Web Installer The online version that will download the components it requires. DirectX End-User Runtimes (June 2010) The offline version (96 MB) of the above.
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