Some general troubleshooting:
- on Vista/Win7 make sure you installed and run the game as administrator
- Check if you have the latest DirectX 9 installed

for other things, I'll need some more detailed info about your PC, especially OS, video card and drivers.

DirectX 9 is complementary to DX10 / 11, it installs next to it. Nothing will be overwritten. Just note that screen you posted is not from the installation itself, just unpacking the archive. After you unpack the files, you need to run DXSETUP.exe

I see as well that you use integrated Intel graphics (is it a laptop?). This may pose a problem in several games, but first, let's see if the DirectX will solve this particular one. If not, please write to our Support, they may help you faster, as I don't check out forums regularly nowadays. Still, if you write back here I'll do my best to respond.