Installing DirectX. Cabinet files???

Bought a new game, said some component of DirectXwas missing. Have tried to
download directx, but get a message: A cabinet file necessary for
information can not be trusted. Please verify the Cryptographic services are
enabled and the cabinet file certificate is valid.


Am on genuine Vista, trying to download from microsofts own website. I
don't understand. Any help would be appreciated. (Not too computer literate!)
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Thanks.