Dowloaded a game off of steam and got an error while it was downloading microsoft directx

(Lengthy) I don't have the error code right now because i am working on recovering my computer right now, and I don't really want to get the error again for what it has done to my computer. I have an Alienware Aurora R5 and was downloading Payday 2 off of Steam. When it was done downloading and i clicked play it had to download Microsoft Direct x as it does with most games, but I noticed it was taking exceptionally longer than usual. So I exited out of the small launcher window that was downloading Direct x when i noticed it was not closing. I then went to try and open my task manager but my whole desktop was frozen. I could not do control alt delete either. So i waited a little bit and it unfroze itself but I restarted my computer, there was no real reason for the restart i just did it after the freeze, after it restarted I entered my pin to login and the welcome message was there for about 3 minutes when it is usually 1 at max. Then I got a error message from the thermal controller and the only logical reason of that happening was from me downloading or trying to download Direct x. So i tried doing a system restore and the first one did not work, it said it was damaged or deleted so I tried a later one and that one appeared to work fine but still had the error message. So the question out of all this reading is, did i do something wrong or do i need to reinstall Direct x or not install it at all? What do i do to not have the error after downloading Microsoft Direct x? Also I am recovering it because the system restore, safe mode, or troubleshooting would work.