When the DirectX technology was created in the mid 1990s, it was designed to be deployed by games into the Windows 95 operating system as part of the game's install process. As the number of supported operating systems grew, so did the complexities of deploying these components. The DirectSetup API and well-known DXSETUP.EXE program became common place on game disks, and PC gamers everywhere were trained to run it themselves to keep their systems ready for the latest games. Of course, there were also many problems with poorly written installers, misconfigured machines, and the fact that DirectX components themselves were rather invasive into the system.
Full story at Chuck Walbourn's blog