DirectSetup is a simple application programming interface (API) that provides you with a one-call installation for the DirectX™ 3 components. This is much more than a convenience; DirectX 3 is a complex product, and its installation is an involved task. You should not attempt a manual installation of DirectX 3.
In addition, DirectSetup provides an automated way to install the appropriate Microsoft® Windows® registry information for applications that use the DirectPlayLobby object. This registry information is required for the DirectPlayLobby object to enumerate and start the application.
Although DirectSetup provides three API functions, only two are useful to you as an application developer. The other, DirectXDeviceDriverSetup, is designed for those who plan to install their own DirectX device drivers and is not addressed in this document.