DirectX is Microsoft's set of high-performance video drivers for windows-95. The latest version (as of the time I'm writing this file) is version 3. Portions of DirectX are used in some of my new graphical programs (sbslot, sbrail, etc).
You should make sure to specify the "-d" flag when unzipping directx as it has a directory structure inside it. Once unzipped, you should have a subdirectory called "directx". Go into this directory and run DxSetup.Exe. You may need to click on ReInstall DirectX to get the setup to install the new drivers.
You can find directx at the following addresses:
If all else fails, try searching www.shareware.com or www.download.com for "directx".