Installing DirectX
About the only important part of the CD that you must install is the DirectX SDK and runtime files. The installation program is located within the DIRECTX\ directory, along with a README.TXT file explaining any last-minute changes.
NOTE
You must install DirectX 8.0 SDK or better to work with these CD-ROMs. If you're not sure that you have the latest files on your system, run the installation and it will tell you.
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