I am experiencing this problem also, I have CivIII ("Vanilla") installed and I'm trying to install CivIII Conquests... at 62% into installing, install shield freezes up (at the directx.cab file) and I get this "Component transfer error" message:
Component: DirectX INstaller
File Group: DirectX Installer
File: D:\DirectX\DirectX.cab
Error: Data error (cyclic redundancy check).
I've tried this with the "Vanilla" 1.29f patch installed also, and the same thing happens!
Please, somebody let me know if there's a fix for this!