There is one last thing that really ticks me off about Managed DirectX...it isn't installed by default.
In order to install it, you have to run DirectX setup with a command line parameter.
The application we're going to use MDX in is an Intranet application with auto-update capabilities. However, we're already deployed, and not every person will be using the portion that uses MDX.
So, here's what I'm going to do. Since only one portion of the app uses MDX, I'm going to catch the FileNotFoundException, and use it to trigger the installation of DirectX 9.0c.
If that won't work, I'll launch the DirectX installer at app launch and set a registry key so I won't rerun it again.