To get DirectX simply go to
www.microsoft.com/directxWindows NT 4.0 only supports DirectX 3.0 and furthermore it only supports a few of the protocols, there is no Direct3D or DirectSound. Windows NT 3.xx doesn't support any DirectX. Don't bother looking for a way to get NT 4.0 to work well with DirectX, it won't work, just upgrade to XP or 2000 and you will get full DirectX support.