Hmm...I suppose you mean DirectX 9.0a which uses the WEB installer...
O.K., try this
: -
1. Clear out your Windows TEMP folder before you start (you'll see why later!)
2. Start the WEB installer for DX9.0a and wait for the files to download.
3. When the installer has finished downloading and is starting to install DX9.0a, QUICKLY go to your Windows TEMP folder (you MUST do this BEFORE the installer finishes installing DX9.0a or the TEMP folder will be erased again by the installer when it finishes!)
4. There should be some 'new' files and folders in there now, so quickly copy them from the TEMP folder into another folder (e.g. 'C:\1' for example).
5. ZIP the files you copied as a backup, including the WEB installer EXE file. 8)
6. When you want to re-install DX9.0a, just unzip the files to your Windows TEMP folder again and run the WEB installer EXE...then DX 9.0a will install from HDD!!!
Hope all that helps! 8)