Cheers Vla for letting me in on this one. For all those confused puppies out there still fighting over version numbers and Direct X builds, we have the solution. Don"t take our word for it, check out the DX page at Microsoft and download the version that best suits you.
To clarify without sounding sarcastic, this release of Direct X was intended for Windows 98(SE), Me and Windows 2000.
Despite what people think or believe Windows XP already has it final build of Direct X (4.08.01.0810 dxdiag reports these all as "Final Retail")