You can install it without any requesters by typing dxsetup.exe /silent If you get say d3dx9_39.dll not found" or "dsetup.dll error", or "d3dx9_43.dll missing, this can solve your issues. This is a standalone installer, many older games can require it. This package is localized into Chinese (Simplified), Chinese (Traditional), Czech, Dutch, French, German, Italian, Japanese, Korean, Polish, Portuguese (Brazil), Russian, Swedish, and English. This distro doesn't just update DX9, but also updates DX10/DX11.
This download provides the DirectX end-user multi-languaged redistributable that developers can include with their product.