Cannot install directx?

Whenever I download it from the Microsoft website, it installs and in the end it says:

An internal system error occured. Please refer to DXError.log in your Windows folder to determine the problem

And the installation fails. Does it every single time.

Can anyone help?

Did you try downloading the full DirectX SDK package?

Didn't work.

Didn't work.

Well I only had this once with a WinXP instalation years ago.

The only thing I could do was a full clean installation... I suggest you start back-upping all your stuff! :o