Hold it. You are operating your own forum, working on your MCSE, and have a hand in nLite, but silently installing DirectX and MSN Messenger are throwing you for a loop. With all due respect, could it be a language issue? I don't envy any non-native speaker who tries to wade through this forum.
That said, the DirectX threads have gotten out of hand, I would agree. But if I recall correctly, it is included with SP2, although you may want to reduce the size. You certainly do not need to do any Hex editing, just unpack the files and run dxsetup.exe with the /silent switch if you are working with Win2K or some such.
As for MSN Messenger 6.2, here's what I do:
1) get the installer and run it, but stop at the first dialog box. Don't actually install, right? Instead, go to Windows Explorer and locate C:\Documents and Settings\Administrator\Local Settings\Temp directory. You should find the file "MsnMsgs.msi" in there somewhere. Copy it onto the desktop. Then cancel the install, you want only the .msi file.
2) install the .msi with the /qn switch using your preferred method (batch, runonce, wpi, etc.). That's it. I also add the following registry entry:
Windows Registry Editor Version 5.00
;Remove MSN Messenger From Startup
[HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Run]
"MsnMsgr"=-
;Stop MSN Messenger from Running on Windows Startup
[HKEY_CURRENT_USER\Software\Microsoft\MSNMessenger]
"AppSettings"= hex:22,04,00,00
And don't discuss payment, you make me feel like a whore.