wine users - Jul 2008 - help DirectX 9 under wine

I'm trying to run Steam under Wine in Ubuntu, I've got the client
running just fine, but running games has it complaining that i don't have
the latest DirectX version, I've tried Wine-Doors, it says DirectX9 is
already installed, and when i follow the tutorial Here
(http://howto.landure.fr/gnu-linux/install-directx-9-0c-on-linux-using-wine), i
can get to the initializing screen, but after that, the installer hangs.

Any help would be cool, thanks