It telling you to get the SDK (Software Development Kit) is quite likely a bad typo, as only Windows multimedia/game developers should ever need that. Unless you fit in that bracket, uninstall it and then do this:
1) Run Windows Update.
2) Install this:
http://www.microsoft.com/downloads/d...DisplayLang=en
3) Go to your graphics chip maker's site (ATI or nVidia or whatever) and make double-sure you've got the latest drivers for your OS/card. If not, the installation is usually painless enough if you follow all the instructions they give you (and if they say to uninstall the old drivers first, DO IT. Learned that the hard way...)
Also, it doesn't matter what version of DirectX you have installed as long as it's the latest one available, as all the runtimes include backward-compatibility for the previous ones.
Hope that helps.