What exactly are you trying to run? Vista has its own version of DX9 that it uses for backwards compatibility with most DX9 cards, games, and software. If you cant get a certain game to work, most likely its one of the select few that dont work. And mostly the older games wont work on Vista, but some of them will.
Also, as far as I know you cant downgrade to DX9.0c, since its not compatible with Vista.