Simply put.. again don't use the web installer.. it is bugged per usual..
Here is the Redistributable DL page
http://www.microsoft.com/downloads/details.aspx?FamilyID=0cf368e5-5ce1-4032-a207-c693d210f616&displaylang=enSize : 92.4 Mb
Usage.. Run the EXE and pick folder (preferrably a new folder) for the EXE to extract to.. then go into the folder and find DXSETUP.exe and run that to update system. Vista / Windows 7 users please run as administrator to ensure all files update correctly.
Restart system for new files to take effect.
You can then delete the Extracted folder and the original file you downloaded.
Same as usual.. Hope this helps.