Inner Space and/or the game should have declined to run, and popped up a message box asking you to install it, if the DirectX update was missing. Since you specified that you "installed the dx9c package" I'm unclear on whether you used the DirectX updater (as you linked, which is not actually "directx 9.0c", note that the link says August 2009 and directx 9.0c came out in August 2004), or whether you actually downloaded DirectX 9.0c.
It wouldn't surprise me if running the DirectX updater helped though.
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