I tried this one. But it's the annoying one which asks you where to extract temp files, my users won't know what this means.

I also tried the web installer, but you're not strictly allowed to use this.

I don't really follow the windows setup stuff, but is there a single .EXE I am allowed to distribute and run, which just works (for DX 9.0C) with some command-line args? Or some other way, which can can described in idiot-proof steps and and called in one command-line argument from an installer script like Inno?