Direct x is a collection of application interfaces for windows multimedia - direct draw, direct sound etc, where x replaces the app name. Assuming you're on xp, dx9 should be already onboard, so likelihood is the 2.99 game you bought in Netto was cobbled together in a not very good way
At the command prompt, you can type dxdiag & it wil run through the condition of your directx components. You can also update directx from the ms website if you think anything is amiss. Beyond that, a better quality game is needed.