Hi Lady T, welcome to BC.
The .dll file versions listed on the DirectX files tab in dxdiag do not designate the installed version of DirectX.
In other words, the dll's will not be version 9. Most will be 5.03 -6.05, depending on the installed version.
To see the version installed, look on the "System" tab of dxdiag near the bottom. That tells you what version you have. It would seem however that a particular version of "d3d8thk.dll" may be the issue.
See this thread
for a possible fix specific to Win2k posted by "Jon".
Edited by HitSquad, 28 October 2006 - 06:32 PM.