trouble with direct x 8.1

I am trying to down load direct x 8.1 from the microsoft web page. After downloading it says do not have the right windows to run it. I have a compaq with a 900 mghz AMD, a 30 gb hard drive and 254 ram. I am running the ME edition. I have tried running it 3 times. Each time I delete the last download, make sure I am downloading the right one and try it again. I have downloaded it onto another computer with no problems. It was very easy to do. Any info would be very helpful. thanks