Hey Sora,
Yeah, I see other people online mentioning issues with Windows 10 and DirectX 9. The immediate solutions are to run one of these two installers:
Direct X 9.0c End-User Runtime
DirectX End-User Runtime (June 2010)
Some people say the latter is more reliable, so you might try that first. Sorry for the trouble, but let me know what happens if you decide to try those solutions.