Are the motherboard drivers installed? Tried installing the latest DirectX from the Microsoft website? There are several versions of DirectX 9.0c so always best to update!
Erm... Other than that, sounds a bit fishy. I would guess at sound card/ Graphics card drivers. You could try removing the sound card and trying another gfx card if you get desperate.
Also, make sure any background processes are stopped. CTRL + ALT + DEL and end as many tasks as possible.