I've been having troubles w/various games (BF1942 recently, shows splash screen then bombs w/out error), and so decided to give DirectX9.0b a go. I get an error at the beggining of the install that instructs me to check the direct x log files which shows an error:
ERROR: can not get entry point in setupapi.dll, error = 127
Installation ended with value -9 = Internal or unsupported error

I'm new to Cedega, should I even need DX9?

Also, I did have the normal "splash screen crash" problems w/Steam, but ever since I attempted the DX9 install I now get an error when I run Steam:
Steam.exe (main exception): Win32
StructuredException at 77C63B4A:
UNKNOWN

Kinda crazy, any ideas? Thanks.

never install dx9 on a linux system, cedega takes care of all of that for you. Best thing to do when you're having problems with cedega/winex is reinstall it and remove the transgaming dir except for your c_drive.

yup, you just crashed your cedega instalation. Always ignore any warnings or prompts about directx.