Re: "Direct X Setup Error: An internal error occurred."

Hi SGT_BLARNEY, give this a try and update it all please just to cover it all..... 

Latest version of DirectX see this page
http://www.microsoft.com/en-ca/download/confirmation.aspx?id=35

Reinstall Microsoft C++
NOTE>>> you need to select the x64 or the x86 file depending on what architecture your computer has. To find this out, Click Start, right click on "Computer" and select "Properties". Under system type is should say "32-Bit Operating System" or "64-bit Operating System". If 32-bit operating system, download the x86 file, and if 64-bit download the x64 file.
http://www.microsoft.com/en-US/download/details.aspx?id=40784

Update your Microsoft .NET framework.
http://www.microsoft.com/en-ca/download/details.aspx?id=30653

Adobe Flash Player update
http://get.adobe.com/flashplayer/