Yeh that is usually due to the game either being cracked or DX is not installed properly... download the latest version and then reinstall it that way
Funny because it would seem i have the original and ive installed dx over probably 10 times...But hey it must be a cracked version.
Oh and BTW ive seen guys playing the cracked version, you dont need to have steam installed to play it...
and then they can easily cheat as well...