it will have loads of .cab files and the like and a file for the setup, its likely called setup.exe - look for that and run it as admin.
No joy.
DXErrorlog:
--------------------
[11/20/10 09:18:40] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 6613, function: CMDXInstall::Install
Failed API: InstallAssembly()
Error: (0x80070005) - Access is denied.
Unable to install Microsoft.DirectX.Direct3DX.dll.
--------------------
[11/20/10 09:18:40] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 2154, function: ExecuteCab
MDXInstall::Install() failed.
--------------------
[11/20/10 09:18:40] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 5752, function: DirectXUpdateInstallPlugIn
ExecuteCab() failed.
--------------------
[11/20/10 09:18:40] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 6613, function: CMDXInstall::Install
Failed API: InstallAssembly()
Error: (0x80070005) - Access is denied.
Unable to install Microsoft.DirectX.dll.
--------------------
[11/20/10 09:18:40] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 5772, function: DirectXUpdateInstallPlugIn
MDXInstall::Install() failed.
--------------------
[11/20/10 09:18:40] module: dsetup32(Jun 20 2007), file: dxupdate.cpp, line: 280, function: CSetup::InstallPlugIn
DirectXUpdateInstallPlugIn() failed.
--------------------
[11/20/10 09:18:40] module: dsetup32(Jun 20 2007), file: setup.cpp, line: 1701, function: CSetup::SetupForDirectX
InstallPlugIn() failed.
--------------------
[11/20/10 09:40:27] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXCBD7.tmp\d3dx9_25.dll.
--------------------
[11/20/10 09:40:37] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXCBD7.tmp\d3dx9_29.dll.
--------------------
[11/20/10 09:40:40] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 6613, function: CMDXInstall::Install
Failed API: InstallAssembly()
Error: (0x80070005) - Access is denied.
Unable to install Microsoft.DirectX.Direct3DX.dll.
--------------------
[11/20/10 09:40:40] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 2154, function: ExecuteCab
MDXInstall::Install() failed.
--------------------
[11/20/10 09:40:40] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 5752, function: DirectXUpdateInstallPlugIn
ExecuteCab() failed.
--------------------
[11/20/10 09:40:40] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 6613, function: CMDXInstall::Install
Failed API: InstallAssembly()
Error: (0x80070005) - Access is denied.
Unable to install Microsoft.DirectX.dll.
--------------------
[11/20/10 09:40:40] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 5772, function: DirectXUpdateInstallPlugIn
MDXInstall::Install() failed.
--------------------
[11/20/10 09:40:40] module: dsetup32(Jun 20 2007), file: dxupdate.cpp, line: 280, function: CSetup::InstallPlugIn
DirectXUpdateInstallPlugIn() failed.
--------------------
[11/20/10 09:40:40] module: dsetup32(Jun 20 2007), file: setup.cpp, line: 1701, function: CSetup::SetupForDirectX
InstallPlugIn() failed.
--------------------
[11/20/10 12:45:32] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXF057.tmp\d3dx9_24.dll.
--------------------
[11/20/10 12:45:33] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXF057.tmp\d3dx9_25.dll.
--------------------
[11/20/10 12:45:36] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXF057.tmp\d3dx9_27.dll.
--------------------
[11/20/10 12:45:36] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXF057.tmp\d3dx9_28.dll.
--------------------
[11/20/10 12:45:37] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXF057.tmp\d3dx9_29.dll.
--------------------
[11/20/10 12:45:38] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXF057.tmp\xactengine2_0.dll.
--------------------
[11/20/10 12:45:38] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXF057.tmp\d3dx9_30.dll.
--------------------
[11/20/10 12:45:39] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 6613, function: CMDXInstall::Install
Failed API: InstallAssembly()
Error: (0x80070005) - Access is denied.
Unable to install Microsoft.DirectX.Direct3DX.dll.
--------------------
[11/20/10 12:45:39] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 2154, function: ExecuteCab
MDXInstall::Install() failed.
--------------------
[11/20/10 12:45:39] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 5752, function: DirectXUpdateInstallPlugIn
ExecuteCab() failed.
--------------------
[11/20/10 12:45:39] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 6613, function: CMDXInstall::Install
Failed API: InstallAssembly()
Error: (0x80070005) - Access is denied.
Unable to install Microsoft.DirectX.dll.
--------------------
[11/20/10 12:45:39] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 5772, function: DirectXUpdateInstallPlugIn
MDXInstall::Install() failed.
--------------------
[11/20/10 12:45:39] module: dsetup32(Jun 20 2007), file: dxupdate.cpp, line: 280, function: CSetup::InstallPlugIn
DirectXUpdateInstallPlugIn() failed.
--------------------
[11/20/10 12:45:39] module: dsetup32(Jun 20 2007), file: setup.cpp, line: 1701, function: CSetup::SetupForDirectX
InstallPlugIn() failed.
--------------------
[11/20/10 13:17:44] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX6B31.tmp\d3dx9_24.dll.
--------------------
[11/20/10 13:17:47] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX6B31.tmp\d3dx9_25.dll.
--------------------
[11/20/10 13:17:50] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX6B31.tmp\d3dx9_26.dll.
--------------------
[11/20/10 13:17:52] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX6B31.tmp\d3dx9_27.dll.
--------------------
[11/20/10 13:17:53] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX6B31.tmp\d3dx9_28.dll.
--------------------
[11/20/10 13:17:54] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX6B31.tmp\d3dx9_29.dll.
--------------------
[11/20/10 13:17:54] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX6B31.tmp\xactengine2_0.dll.
--------------------
[11/20/10 13:17:57] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 6613, function: CMDXInstall::Install
Failed API: InstallAssembly()
Error: (0x80070005) - Access is denied.
Unable to install Microsoft.DirectX.Direct3DX.dll.
--------------------
[11/20/10 13:17:57] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 2154, function: ExecuteCab
MDXInstall::Install() failed.
--------------------
[11/20/10 13:17:57] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 5752, function: DirectXUpdateInstallPlugIn
ExecuteCab() failed.
--------------------
[11/20/10 13:17:57] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 6613, function: CMDXInstall::Install
Failed API: InstallAssembly()
Error: (0x80070005) - Access is denied.
Unable to install Microsoft.DirectX.dll.
--------------------
[11/20/10 13:17:57] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 5772, function: DirectXUpdateInstallPlugIn
MDXInstall::Install() failed.
--------------------
[11/20/10 13:17:57] module: dsetup32(Jun 20 2007), file: dxupdate.cpp, line: 280, function: CSetup::InstallPlugIn
DirectXUpdateInstallPlugIn() failed.
--------------------
[11/20/10 13:17:57] module: dsetup32(Jun 20 2007), file: setup.cpp, line: 1701, function: CSetup::SetupForDirectX
InstallPlugIn() failed.
--------------------
[11/20/10 13:41:31] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX30F0.tmp\d3dx9_24.dll.
--------------------
[11/20/10 13:42:16] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX30F0.tmp\d3dx9_26.dll.
--------------------
[11/20/10 13:42:37] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX30F0.tmp\d3dx9_28.dll.
--------------------
[11/20/10 13:42:38] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX30F0.tmp\d3dx9_29.dll.
--------------------
[11/20/10 13:42:38] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX30F0.tmp\xactengine2_0.dll.
--------------------
[11/20/10 13:42:40] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX30F0.tmp\d3dx9_30.dll.
--------------------
[11/20/10 13:42:42] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 6613, function: CMDXInstall::Install
Failed API: InstallAssembly()
Error: (0x80070005) - Access is denied.
Unable to install Microsoft.DirectX.Direct3DX.dll.
--------------------
[11/20/10 13:42:42] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 2154, function: ExecuteCab
MDXInstall::Install() failed.
--------------------
[11/20/10 13:42:42] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 5752, function: DirectXUpdateInstallPlugIn
ExecuteCab() failed.
--------------------
[11/20/10 13:42:43] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 6613, function: CMDXInstall::Install
Failed API: InstallAssembly()
Error: (0x80070005) - Access is denied.
Unable to install Microsoft.DirectX.dll.
--------------------
[11/20/10 13:42:43] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 5772, function: DirectXUpdateInstallPlugIn
MDXInstall::Install() failed.
--------------------
[11/20/10 13:42:43] module: dsetup32(Jun 20 2007), file: dxupdate.cpp, line: 280, function: CSetup::InstallPlugIn
DirectXUpdateInstallPlugIn() failed.
--------------------
[11/20/10 13:42:43] module: dsetup32(Jun 20 2007), file: setup.cpp, line: 1701, function: CSetup::SetupForDirectX
InstallPlugIn() failed.
--------------------
[11/21/10 11:22:44] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX5E38.tmp\d3dx9_24.dll.
--------------------
[11/21/10 11:23:28] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX5E38.tmp\d3dx9_26.dll.
--------------------
[11/21/10 11:23:29] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX5E38.tmp\d3dx9_27.dll.
--------------------
[11/21/10 11:23:30] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX5E38.tmp\d3dx9_28.dll.
--------------------
[11/21/10 11:23:31] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX5E38.tmp\d3dx9_29.dll.
--------------------
[11/21/10 11:23:31] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DX5E38.tmp\xactengine2_0.dll.
--------------------
[11/21/10 11:23:32] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 6613, function: CMDXInstall::Install
Failed API: InstallAssembly()
Error: (0x80070005) - Access is denied.
Unable to install Microsoft.DirectX.Direct3DX.dll.
--------------------
[11/21/10 11:23:32] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 2154, function: ExecuteCab
MDXInstall::Install() failed.
--------------------
[11/21/10 11:23:32] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 5752, function: DirectXUpdateInstallPlugIn
ExecuteCab() failed.
--------------------
[11/21/10 11:23:32] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 6613, function: CMDXInstall::Install
Failed API: InstallAssembly()
Error: (0x80070005) - Access is denied.
Unable to install Microsoft.DirectX.dll.
--------------------
[11/21/10 11:23:32] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 5772, function: DirectXUpdateInstallPlugIn
MDXInstall::Install() failed.
--------------------
[11/21/10 11:23:32] module: dsetup32(Jun 20 2007), file: dxupdate.cpp, line: 280, function: CSetup::InstallPlugIn
DirectXUpdateInstallPlugIn() failed.
--------------------
[11/21/10 11:23:32] module: dsetup32(Jun 20 2007), file: setup.cpp, line: 1701, function: CSetup::SetupForDirectX
InstallPlugIn() failed.
--------------------
[11/21/10 11:41:29] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXC331.tmp\d3dx9_24.dll.
--------------------
[11/21/10 11:42:27] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXC331.tmp\d3dx9_26.dll.
--------------------
[11/21/10 11:42:31] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXC331.tmp\d3dx9_28.dll.
--------------------
[11/21/10 11:42:31] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXC331.tmp\d3dx9_29.dll.
--------------------
[11/21/10 11:42:31] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXC331.tmp\xactengine2_0.dll.
--------------------
[11/21/10 11:42:32] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 1269, function: CabCallback
Failed API: DeleteFile()
Error: (5) - Access is denied.
Unable to delete C:\Users\Brian\AppData\Local\Temp\DXC331.tmp\d3dx9_30.dll.
--------------------
[11/21/10 11:42:34] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 6613, function: CMDXInstall::Install
Failed API: InstallAssembly()
Error: (0x80070005) - Access is denied.
Unable to install Microsoft.DirectX.Direct3DX.dll.
--------------------
[11/21/10 11:42:34] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 2154, function: ExecuteCab
MDXInstall::Install() failed.
--------------------
[11/21/10 11:42:34] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 5752, function: DirectXUpdateInstallPlugIn
ExecuteCab() failed.
--------------------
[11/21/10 11:42:34] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 6613, function: CMDXInstall::Install
Failed API: InstallAssembly()
Error: (0x80070005) - Access is denied.
Unable to install Microsoft.DirectX.dll.
--------------------
[11/21/10 11:42:34] module: dxupdate(Jun 20 2007), file: dxupdate.cpp, line: 5772, function: DirectXUpdateInstallPlugIn
MDXInstall::Install() failed.
--------------------
[11/21/10 11:42:34] module: dsetup32(Jun 20 2007), file: dxupdate.cpp, line: 280, function: CSetup::InstallPlugIn
DirectXUpdateInstallPlugIn() failed.
--------------------
[11/21/10 11:42:34] module: dsetup32(Jun 20 2007), file: setup.cpp, line: 1701, function: CSetup::SetupForDirectX
InstallPlugIn() failed.