Well, I find the most simple way, and i am sure this way is 100% working except you did not following it correctly. Because many of my friends have try this way, it work perfectly
A) If now your computer is below directx 9.0b (exp:directx 8.1, 9.0 etc), follow this:
Now update your computer into directx 9.0b, you can download directx 9.0b installation folder from this website. (wait for the website to load, it maybe slow)
http://www.flyff.com.tw/Download/down_01.asp
WHen you are inside, click on green button "directx" and download it.
After install it, restart and now follow guide for directx 9.0b.
If now your computer is directx 9.0b, follow this:
First, you must download directx 9.0b installation zip file, you not need to download it if you already have it no matter from game CD or you are already downloaded it just now...
You can get the zip file at
http://www.flyff.com.tw/Download/down_01.asp
When you are inside, click on green button "directx" and download it.
Ok, now your computer is directx 9.0b and have directx 9.0b installation folder in your computer and directx 9.0c installation folder from the sims 2 CD1 right?
Now, what you need to do is copy the whole the whole "directx" folder from the sims 2 CD1, paste it on an empty space, no matter on desktop or other places. After that, go to your directx 9.0b installation folder there, copy DSETUP.dll and dsetup32.dll inside, go back to directx 9.0c folder (the one u choose to paste it on desktop just now), and paste the two files inside, when ask to be overwrite, choose yes....
Now you are done, run dxsetup.exe in directx 9.0c and it will install without skipping the progress
note : before doing this you must make sure your computer is directx 9.0b or it will not working.