Yes you will need to have the latest version of DirectX on your computer in order to successfully play. To determine which version of DirectX you have, do the following:
1) Click on the Windows START button.
2) Click on the RUN box.
3) Now type DXDIAG. The diagnostics window will be loaded and you will see your current version of DirectX.
4) If you do not have the latest version of DirectX, then proceed to the following link, http://www.microsoft.com/directx/