DirectX 9.0c Help Please?

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I downloaded civilizations IV and it prompts me to get dx9.
So I try to do it
and it gets to the downloading window
and gives me a message that says "Please try again later, or check network connections"
but my internet is working fine
how should I go about this?
is my virus protection or firewall blocking the setup from accessing the internet?
and if it is how do I disable that if there's no actual program to allow access in the list of them when choosing programs that are accepted by the firewall?
 
What operating system are you using? XP comes with DX9C included, if you are updated to XP SP2

What are your computer's specs? Are you using a good video card or on-board video?
 
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