You didn't mention which DirectX tool your are trying to download or where you are trying to download from.
Are you logged on with an Administrator account ? If you are disable your Anti-virus temporarily as this may be
blocking the installer (or download).
- As you know which DirectX file is required, try using the DirectX Web Installer. This will install any 'missing' DX files.
Download DirectX End-User Runtime Web Installer from Official Microsoft Download Center
- If you get a message that you already have a equivalent or newer version your
d3dx9_43.dll may have been corrupted
(games reinstall DX, and sometimes corrupt perfectly good files in the process).
Browse to Windows\System32 and sysWOW64 and locate the d3dx9_43.dll in each folder and delete them.
Run the Web Installer again and it should replace the now missing file with a new one.
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