DirectX End-User Runtime Web Installer Error?

Hello, I recently used boot camp to install Windows 7 Home Premium on my iMac. I installed Steam and downloaded Garry's Mod, but whenever I open it I get an error saying: "Your DirectX Runtime is out of date. Download and install this file from Microsoft." It then takes to this link where I am asked to download the Direct X End-User Runtime Web Installer: http://www.microsoft.com/en-gb/download/details.aspx?id=35.

I downloaded the setup, but when I start the installation I get another error displaying this: "An internal system error occurred. Please refer to DXError.log and DirectX.log in your Windows folder to determine problem." I don't know what to do after that, so that's why I'm here. Does anyone know how to fix this?