Apperently  gaming companies have been talking with MS and recent games have some changes meaning that a new directX as of October Release is needed for many of these to function, Not only that but updates you get for current games could well see fetures needing this update and well basically making them not function or run poorly.

Get it here:
http://download.microsoft.com/download/d/4/6/d46cc24d-33df-4727-aa89-9512513c67d3/directx_oct2006_redist.exe

Apperently its something to do with prep for dirextX 10, what I mean is that certain pracatises taking place setting new standards for some functions and what not which are in this new directx which 10 is privey to.