wine users - May 2009 - DirectX: cab file cannot be trusted

When I'm trying to install DirectX, I get the following error at the
beginning of installation process (after all confirmations):
> A Cabinet file necessary for the installation cannot be trusted
I have encountered this problem with multiple versions of wine and directx
redistributables. I had no need in using directx for a long time, but looks like
some features are not implemented for most recent versions (like used in
F.E.A.R. 2) and so I decided to install directx.

I googled about this problem and wine, but it seems to be very rare bug, but the
problem is always reproducible for me with 1.1.20, 2009 march directx
redistributable and absolutely clean prefix.

The only console message I get (with default debug options) is:
> fixme:mscoree:GetCORVersion (0x8ae2f8, 600, 0x8ae2e4): semi-stub!

Can anyone give me hints about installation of recent directx version?

Thanks in advance.

Jazz wrote:
>  I had no need in using directx for a long time, but looks like some
features are not implemented for most recent versions (like used in F.E.A.R. 2)
and so I decided to install directx.
Native DX won't help you there. You can only use few helper dlls (d9dx_*)
but not the core ones (d3d8, d3d9).