from what I have read it is not possible to slipstream direct x with nlite. I was wondering if I use the nlite addon maker to install it as a seperate application

You can use, RyanVM/s addon to integrate latest DirectX.
You can find it here

And what do Windows 2000 users do?

For W2K I can suggest 2 options :
1 :
Grab Ryan´s Addon, unpack it to see, how he did it and create your own with the W2K files
2 :
Take the "scenic route", as I do :
Use HFSLIP to slip everything and run nlite on the "SOURCESS folder" afterwards, to integrate drivers, remove components and set tweaks...

Agi

Yes you can use nLite add-on maker to do this. I do it myself. just unpack the redistributable package using WinRAR or similar program, Delete all x64 if running 32bit windows. ignore if not. use nLite addon maker and run DXsetup.exe /silent

Is there anyone who wants to make an DirectX Addon package for me, and I guess, many other?

GTO, look here.

Sorry, Links on that site are not working anymore. Any other suggestion where to get the addon for DirectX?

link fixed.