DirectX Disappeared

I played FFXI last night, shut down my computer, no issues.
Today, I turn it on, try to boot up FFXI, and it tells me DirectX is not installed. What the...? I checked my HD, it really is GONE. Not even a trace.  I redownloaded the software, but still. How can a program disappear without a trace? I am so goddamn confused. I ran my virus scan just to be safe, and I'm clean.

>>9

Actually, no, it's just annoying that everyone blames the OS without knowing what they are talking about. And, you didn't actually answer my question.