I followed directions from
[url]http://support.microsoft.com/default.aspx?scid=kb;EN-[/url]
US;811263

I still have the error. dxwebsetup is able to download
the files, but when it starts to install components and
copying files the error comes up.

I am not able to upgrade from DirectX 8.1 to 9.0a.
Please help.