Why does the software tell me to install DirectX 9.0, when I know it is installed already?

This is most likely because you don't have the latest version installed. At the time this FAQ was added, the latest version was DirectX 9.0c. To check your version, navigate as follows (in Windows XP): Start > All Programs > Accessories > System Tools > System Information > Tools > DirectX Diagnostic Tool. On the window that opens, you will be able to see your version near the bottom. If your version is not DirectX 9.0c then go to Microsoft's site to download the latest version. If you already have the latest version installed, then please include a screen shot when you contact customer support through our technical form.