Directx 9.0c problem

i've been trying to install directx 9.0c from microsoft's and other mirror sites, but, after the process of installation has started, an error message pops up saying "a cabinet file necessary for installation cannot be trusted." i figure it could be a problem with the security settings on my computer, but i couldn't figure it out just by tweaking those settings. if someone knows specifically what i need to do, help would be much appreciated. thanks.