I'm not sure what you're asking about with respect to the bottles (which is not surprising, since you've said you're confused 😊).
As far as I know, CoD:MW2 is still only available through Steam. So, you would install Steam using CrossOver's built-in profile for it. By default, it will create a new winxp-type bottle for it, which is fine.
Once you've installed Steam, you can run it, log in, and install CoD:MW2 within Steam's interface. (I assume your Steam account already owns the game.)
Once it's installed, you just launch it from within Steam.
There's no need to deal with multiple bottles or "move the steam installation to the winxp bottle". No copy&paste, no dragging stuff. It's just all within the one Steam bottle.
Hmm. Maybe the issue is that you're installing from a DVD? Until I just looked at the Tips & Tricks, I wasn't aware it was available on DVD, but I guess it makes sense. I assume it's still Steam-based, though. If so, then the above description probably still works just fine. You can probably register your product key in Steam, and then let Steam download the game. Using the DVD is just a means to avoid a download, although Steam may still need to download some updates.
If you want to use the DVD to reduce the download, then I recommend installing the game from the DVD into the same bottle into which you've already installed Steam. So, in CrossOver's Install Software window, you would select Other Application in the "Select an application to install" section, you'd select the DVD in the "Select an installer" section, and you'd select the bottle that has Steam in it in the "Select a bottle into which to install" section.
From there, the install proceeds as normal.
Hopefully, once you've got CoD:MW2 installed into a bottle with Steam, and Steam has been installed using CrossOver's built-in profile for it, that will resolve your DirectX-related crash. If not, reply back here or open a support ticket.