Can't install programs by Microsoft

I tried to instal DirectX 9 that was included with a game that I bought. A
window popped up during installation saying that this program wasn't
supported by Microsoft and installation failed. I try installing DirectX 9
from the MS site, and the installation program won't run. Also, when
installing auto updates, the installation box reads:

Initializing installation... done!
Installing Update for Background Intelligent Transfer Service (BITS) 2.0 and
WinHTTP 5.1 (KB842773) (update 1 of 1)...

for about a half hour, then I get a Software Installation pop-up that says:

The software you are installing has not passed Windows Logo testing to
verify its compatibility with Windows XP. (Tell me why this testing is
important)

This software will not be installed. Contact your system administrator.

I am running Windows XP Pro on a home desktop, with SP 1 installed.

Update package that includes Background Intelligent Transfer Service (BITS)
version 2.0 and WinHTTP 5.1 is available for Windows XP
http://support.microsoft.com/default...b;en-us;842773

When you try to install the BITS 2.0_WinHTTP update, you receive a "Digital
Signature Not Found" error message.
For additional information about this issue, click the following article
number to view the article in the Microsoft Knowledge Base:
822798 You cannot install some updates or programs

http://support.microsoft.com/kb/822798

Be aware this services.

Start>Run,, Type : Services.msc

find:BITS and Event Log and Automatic Updates

ensure to this services status is start..

etc..