Hey there,
You require the exact June 2008 version as the error indicates. Not any updated version.
DirectX. The compatible version of the program (June, 2008) is available for download on the official site . After downloading, open the file and select any directory for unpacking. Navigate to that directory and run the \".exe\" installer. This will install the program if needed. WARNING! Once you run the downloaded file, it prompts you for the location to unpack the files. Just to clarify: it's only unpacking! After this, you must access the specified folder and initiate installation using the file DXSETUP.
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