First make sure you have DirectX v8.0 prepared.
Run dxerad.exe from patch. Reboot PC.
After rebooting when it begin starting windows it will report error, saying that windows cannot be started. That happens because required component (DirectX) are not installed on your PC. Don't panic. Reboot once again, this time keeping key ctrl pressed. On next menu choose "Safe mode".
After you enter folder where you saved DirectX v8.0. Install it. Then reboot normally.
After that, all should be OK.