Sorry for double post, but updated info that I didnt only want to put in an edit. (I can change that if I need to)

Downloaded DirectX 9.0 from the microsoft website, and downloaded Maya 8.5 PLE again. Same result as before, after downloading, it asks me if I want to run it, I say yes, it starts to verify, and five minutes later the window just goes away. Nothing new added to program files, no new programs to use.