DirectX9 is already installed, but you can ensure that the latest version is
installed by adding the DirectX redistributable to your app. See
to get it.
XNA requires the .Net Platform 2.0, which is likely to be installed, but the
Framework can also be installed from the redistributable
(http://msdn2.microsoft.com/en-us/netframework/aa731542.aspx). There is also
a free XNA Framework redistributable:
You would need XNA Game Studio Express to create XNA, but that is free also.
You can find it, and any other XNA or DirectX information you need at
DSI PrintManager, Miradyne Component Libraries: