From MS Site
DirectX 9.0 is a system component and cannot be uninstalled. If there is a problem with the DirectX installation, it can normally be resolved by shutting down all running applications and reinstalling. As mentioned previously, DirectX 9.0 is fully backward-compatible with titles written for previous versions of DirectX. If you are having other problems after installing DirectX 9.0, these can often be resolved by installing updated drivers for your display card, audio card, or input device.
As with most software, users of Windows ME and Windows XP have the option of creating a “System Restore point" before installing. System Restore points allow you to roll back your operating system to a time before the software was installed. If you feel there are special circumstances which may necessitate removal of DirectX. It is recommended that you create a System Restore point. Windows 98, Windows 98 SE, and Windows 2000 do not support the "System Restore" feature.
For information on creating a restore point, please refer to the following Microsoft Knowledge Base articles: