Can't install

I have Pyro 2003, and I've been using it for years, but I got a new computer and I can't install it. Every time I try it says I need to install DirectX. So I tell it to install, it installs, and it still says I need to install DirectX every time. I tried restarting the computer and that didn't work.

I had this same problem several times before, every time I've installed it, but I don't remember what I did.