This site is a bit behind the times. It doesn't mention xp but it might come in handy one day.
"REINSTALLING DIRECT X
To reinstall Direct X place the CD in that has the Direct X that you wish to attempt to install and search that CD usually D: E: or Q: for Dxsetup. Once found double click and choose the option to reinstall. We do not recommend that you attempt to install a lower version of Direct X onto a higher version unless it is completely uninstalled."