Every time I try to run as administrator or run the dxsetup.exe the program close itself in a instant.
OK Press the windows key and "R" at the same time, type or copy "dxdiag" (without the quotes) in.
That runs the DirectX diagnostic program.
Refer to this side and post errors here if there are any.
Apparently it doesn't have errors...
What GPU Model do you have?
Did you have problems installing any other programs?
Did you checked your Machine for Viruses and Malware?
Please attach your "DirectX.log" to your next post.
Thanks for all your help, I spent the night over and managed to fix everything.
