DirectSetup is a simple application programming interface (API) that provides you with a one-call installation for the DirectX components. This is more than merely a convenience; DirectX is a complex product, and its installation is an involved task. You should not attempt to manually install DirectX.
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.
DirectSetup includes the following API functions: DirectXRegisterApplication, DirectXUnRegisterApplication, DirectXSetup, DirectXSetupSetCallback, and DirectXSetupCallbackFunction. The functions DirectXRegisterApplication, DirectXUnRegisterApplication, DirectXSetup, and DirectXSetupSetCallback are provided by Microsoft. The user-defined function DirectXSetupCallbackFunction is an optional function supplied by applications that use DirectSetup.