[Solved] Civilization 4 Problems

[acolite246]

I don't know where else to post this... so here goes:

I have a DVD copy of Civilization 4 v1.61 and have followed the instructions on dozens of sites that say:

1. Install.
2. Cancel DirectX
3. Have fun

Well, when I click cancel on the DirectX install dialog (It pops up and then I click cancel), the dialog closes and the installation asks me if I am sure I want to exit set up. No reopens the dialog and Yes closes the installation.

Thanks in advance and sorry if I posted this in the wrong place or something.

EDIT:
Used winetricks to install directx. My install is running as I write this.