Im glad you fixed your problem, but if you check in the Installation sticky at the top of the forum you will find the instruction to fix your wizards manually if you want to...
It may have to do with the order you installed them in too, incase you didnt know, You need to install the Visual Studio IDE and run it once before you do anything else, then you need to install DirectX SDK August 2007, and then last you can install DarkGDK. Also, if you have put any of those into a place other than the default location, DarkGDK may not setup correctly.
If it ain't broke.... DONT FIX IT !!!