Microsoft, in their infinite wisdom, decided to change the way that DirectX installed when they released Vista.
Up to that point, if you had for example DX9 installed, you always had all the earlier DX versions installed also.
From Vista, having DX10 did not automatically mean that you also had DX9 or earlier installed - you had to install it yourself (or game installers would install it). The same goes for DX11 - you don't automatically have DX10 or DX9 etc.
Download and run the DX web installer, and it will download all the earlier versions that you need:
http://www.microsoft.com/downloads/en/details.aspx?FamilyID=2da43d38-db71-4c1b-bc6a-9b6652cd92a3&displaylang=en