Find dxdiag.exe and run it. Use Start > Search > For files or folders to find it. If I remember rightly, it should be in your Windows/System folder, although many games will install DirectX in their own game folders.
dxdiag.exe is the DirectX console used for trouble shooting DIrectX problems, and you can run individual tests or all tests.
Go here; http://support.microsoft.com/default.aspx?scid=kb;en-us;177430 and see if any of the errors match the error you are seeing.
From the same site download and install DirectX again.
Make sure your computer is free of any viruses and other malware, is uptodate with Windows Updates, and you have Scanned the disk for errors and run Disk Defragmenter, and delete all temporary files and temporary internet files.
Its kinda makin me mad i tried the windows download off the site and that didnt work and i downloaded the 30mb pack and the didnt work.Each time when it gets to the copying files part it comes up and says "directX could not copy a required file".I have spent days looking for fixes on google for it and nothing has worked, i just wana play some games!! Any help would be appreciated. Thanks