Note: these installers will not install DirectX 9.0c, they will only install the missing dlls from the SDK updates. Most people should have DirectX 9.0c as part of Windows XP SP2 but if you do not you can get it here: DirectX 9.0c. You can also use the online Microsoft update page here: Microsoft Web Installer
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Matthias Langer of ThreeLights has kindly combined the downloads into one making it very easy to install. See his site to download.
Note: if you are missing d3dx9d_xx.dll files e.g. d3dx9d_29.dll these files are debug versions of the libraries for development purposes only. Nobody should be distributing these in an application. To use these you need the full DirectX SDK.
The xinput dlls are for the Microsoft common controller library and are used for things like the Xbox 360 common controller