Many games require a specific version of directx to run correctly. Especially older games. Though microsft tries to retain backward compatability its often unsuccessful. Some games might need directx 3.0 to run!. Versions of directx are built into 98,ME and xp.
Most games come with the version of directx they need on the cd. Though installing this probably won't work because newer dlls will not be overwritten in xp. Best case senerio-
Buy or find newer games for your computer.
Every version of directx has direct sound,direct draw, and direct 3d. Sadly each is not nessasarily compatable with every sound system or video system. Sometimes to play older games you will have to run an older operating system with older directx. Thats the way the cookie crumbles.