HELP with DirectX problems...

[Peter_20]

Alright, I'm totally fed up with these unexpected problems that ALWAYS occur every time I'm trying to install/copy/whatever something, so I'd like your advice on this, and don't be afraid of exaggerating your explanations:

MY COMPUTER: Windows 98, *no Internet connection*
MOTHER'S COMPUTER: Dell Dimension 5000

The thing is, I had those SNES games and the Zsnes emulator on ma's computer, and I wanted to move them over to my own computer.
I succeeded at moving my ROM:s and stuff over to my computer, but then the computer wanted me to "install or re-install DirectX 8.0 or higher".
Right, so I put all the DirectX folders and stuff that I could find on ma's computer over to my CD-R, but I still couldn't play the games.

What's this?
Do I have to actually download the program on my own computer?
Why can't I just save an existing download on the CD-R and move it over to my computer?
This makes no sense at all.