Hello WindowsMillennial,
Welcome to Microsoft Q&A forum.
I see that the link the previous user gave you is indeed the package of directX9, which include the offline installation package. Could you please check the setup file name again to see if you use the exact one? The file you need to extract is directx_Jun2010_redist.exe not dxwebsetup.exe. Also, when it finishes, it will create DXSETUP.EXE which you must run afterward.
I'm waiting for your reply.