you probably already have directx 9c installed, if you are running win xpsp2 with all of the windows updates..

 

go to start/run and type "dxdiag" (and then click "OK"), and see if it shows that you are running directx 9c.. ("start" is the "start" "button" at the bottom-left of your screen)

 

you shouldn't have a problem installing directx 9c.. look at any instructions, but you probably just download the installation file and then doubleclick the file to run the installation.. you need to download the file to somewhere on your computer where you can find it.. you could download it to your "desktop", or to "my documents", or create a folder for downloads..