To find out what version of DirectX you currently have installed, open up the Run... prompt from the Start Menu, and type; DXDIAG.
This will launch the DirectX Diagnostic Tool. On the first page towards the bottom you will see your version number (9 will be 9, 10 will be 10).
Since the GTX260 supports DirectX 10, you can download it from the following site if you do not have it installed:
http://www.gamesforwindows.com/en-US/AboutGFW/Pages/DirectX10-a.aspxIf you have Vista installed, you should have DirectX10 already.