If this is the first thing you've had that demands DX9a (or better) then you may be in for some other surprises (depending on your video card).
DX9 (as demonstrated in DXDIAG) will interface with DX9, DX8 and DX7 video card drivers - probably even if they are only over DX6 hardware.
If your drivers only offer DX6 support or lower (a crummy old video card!), you may see a dialog requesting the "Reference Rasteriser" from the SDK -
http://www.microsoft.com/downloads/details.aspx?FamilyId=C64E9F07-B562-4849-AD61-B2FC7FA55FD9&displaylang=en ... if the normal Redistributable does not include it, this SDK redist is the Retail and Debug runtimes, plus the full reference rasteriser.
For ANY Nvidia based cards (even the old TNT/TNT2), I recommend updating the drivers to the latest when using DirectX9 - it's usually faster to use DX9 drivers, even if the hardware isn't!