"DirectX did not copy a required file"

[g4bb3]

When trying to install DirectX from the disk.
I get this error during installation.
"DirectX did not copy a required file"

The main issue im trying to solve is the common "Failed to Initialize Renderer"
And im trying to do some of the tips and hint that is out.

I have also tried the Win2k mode.

WinXP
800XL 5.10 drivers
DirectX9c 4.09.0000.0904
2 GB ram & 2.2Ghz AMD
No issues with other games i.e BF2,HL2 & AOE3 and so on.