Where do I go to install DirectX?

Here is the direct link to a page at Microsoft's website where you will find the latest DirectX End-User Runtime Web Installer:
http://www.microsoft.com/downloads/details.aspx?FamilyID =2DA43D38-DB71-4C1B-BC6A-9B6652CD92A3&displaylang=en

The link you gave here does not work, what now?

Visit www.microsoft.com, go to Download Center and search for DirectX End-User Runtime Web Installer. Please let us know that the link is broken by sending an email to info@dynamicinfoscreen.com.

Why DirectX is necessary after all?

Dynamic Info Screen uses DirectX (version 9 or later) as an essential component in two media objects: RSS/Text Horizontal Ticker and RSS/Text Vertical Scroll. Therefore if DirectX is not present on the computer those objects will appear disabled in the Objects Toolbox. The same goes for completed projects. A computer that will run an info screen project that uses these media objects has to have DirectX installed, too.

I already have DirectX, but it still does not work, why?

There are two possible reasons. One is that you have an older version of DirectX and the other is that you do not have all its components (this may happen even if it appears that you have the latest version). In both cases you just have to install the latest version of DirectX again as described here.