: When prompted for a location to place the extracted files, click Browse and select the "DirectX_Extract" folder you just created.

The June 2010 SDK is with newer Windows SDKs if you install all components.

Extracting the (specifically the redistributable package) is a two-step process that often confuses users because the initial .exe is actually a self-extracting archive, not the final installer. You should extract these files to a temporary folder of your choice, such as a new folder on your Desktop . Step-by-Step Extraction Guide

For the smoothest experience in 2024 and beyond: This avoids the S1010 error, saves space on your OS drive, and ensures the SDK installs cleanly to its default Program Files location where legacy project files expect to find it.