If you follow technology news you should have got surprised reading the article title because there is no official DirectX 11 for Windows XP or Vista as of now, Microsoft DirectX 11 (6.01.7000.0000) will be made available on Windows 7 and Windows Vista when officially released in coming months, but virus creators have hoped onto the opportunity and started taking advantage of gamers curiosity to install the latest version of DirectX by posting fake trojan infected DirectX 11 links on blogs and forums, these so called DirectX 11 For Windows XP and Vista installer contained Trojans created in perl scripts which got detected by only three lesser known anti-virus scanners on VirusTotal out of total 39.
As soon as you launch the installer the Trojan gets extracted and executes trying connecting to internet.
If you have already fell for this trap then your computer might be infected with "W32.Gaobot" Trojan and you should immediately run this removal tool from Symantec to get rid of.
While on my quest to get information on DirectX 11, I found another installer package claiming to be DirectX 11 for Windows XP and Vista, this one looked pretty genuine and I installed in on a test machine setup.
Surprisingly, this setup did installed new DirectX dll files in c:\windows\system32\ directory but DirectX Diagnostic Tool (DxDiag.exe) did not detected anything new as shown below.
These new files could be Direct3D 11 Technical Preview DLL's from the SDK unveiled at the Gamefest 2008 event in Seattle, but until this is further confirmed I suggest everybody stays away from these so called fake DirectX 11 installers, If you are on Windows XP you can install tried and tested unofficial DirectX 10 for Windows XP shared earlier.