“An internal error occurred” while installing DirectX 9c

I want to install DirectX 9c on my computer. To do that I needed to uninstall the previous version running on my windows XP.
But there is no Uninstaller for this but I found the registry for DirectX under (HKEY_LOCAL_MACHINE…SOFTWARE…Microsoft…DirectX) and I removed the entry from by running regedit.
But now I get this error saying “An internal error occurred” and the installation fails each time I try to install DirectX 9c using the web installer available on the Microsoft website.
What should I do??
