I got myself a new machine for development and while trying to install the Direct X 11 SDK from June 2010, which was the final build before Microsoft integrated Direct X into the Windows SDK.
If you’re like me and you already had Visual Studio 2010 or higher installed before installing this version of DirectX, you’re most likely going to run into installation problems with the Direct X SDK.
Uninstall Microsoft Visual C++ Redistributable x86 and x64 from your system. Then install the Direct X SDK. It appears it has issues if you already have the Visual C++ redistributables on your system. Getting rid of them fixes the problem!
Hopefully I don’t have that problem with Direct X 12 when its finally released.