UA Control/Direct X and MS Updates

I know the update problems have been addressed. I've read advice given on
several threads. I just want to be sure that:
a.) the updates will address my underlying problem.
b.) the advice given applies to ME system.

Ok, first the updates. Is it safe for me to try these steps:
http://support.microsoft.com/?kbid=906602
on ME system?

The actual problem I'm having is accessing certain gaming sites where I get
the error message "Failed to Create UA Control."

It was suggested that I install a newer version of DirectX.
But, I have trouble installing DirectX 9.0, error message: "a cabinet file
necessary for installation cannot be trusted."

And, will the updates do anything to resolve this issue?

What is to be done?

Thanks much.