Just look for an install file on the Net that comes as an application rather than a plugin. Difference being, a plugin requires you to download the data off the internet while you are using it, whereas the application file (.exe) can be run without an internet connection, coz all the info's already there
If you can't find the install file off the net, the easiest way would be to go to a newsagency and pick up one of the good pc magazines that come with a cd/dvd software bundle. Chances are itll have the latest DirectX install file on it (coz DirectX is a necessity).