Hello again Don :)
I just checked the installers folder, and the DirectX installer wasn't there.
hades:~ eduardo$ ls ~/Library/Application\ Support/CrossOver\ Games/installers/
209b58c81ad03e6d7f2b698055e186dc.install_flash_player.exe
27af0d3901d54fd927535a3f34f64b07.georgi32.exe
3717565e7cc8add61bb7f4fb6b529024.courie32.exe
5110cf889d3b9b203245189735e272e5.webdin32.exe
6285679aa3428e7527781a37675aa4d7.andale32.exe
6e3354b6e016a9d84e99a1f94d2d5c4e.trebuc32.exe
9b3124834988748336b51f4cbbb8951f.arialb32.exe
a762b6b4a0c132a5f17c54ea2c824fe1.impact32.exe
d4680d376c5ee508e0bb30af150134a3.msxml3.msi
ddca80018c86ae60c185f1db3c283788.arial32.exe
e0b3cb12e4099ae8ee057da567940929.times32.exe
f6c3629aa832a5c751db2352601f2490.verdan32.exe
fed8dbfc04a9b837c11a1f8240581b26.comic32.exe
hades:~ eduardo$
As a workaround, I installed steam from the wizard skipping the directx step and downloaded directx_jun2010_redist.exe (from microsoft.com) to install on Steam bottle. The installation process seems to run fine, but I couldn't run "dxdiag" in "Run command dialog". (When I click on run it just show a progress bar for a few seconds and nothing happens.
Using the path: "/Users/eduardo/Library/Application Support/CrossOver Games/Bottles/Steam/drive_c/windows/system32/dxdiag.exe"
Any way to check if dx was successfully installed?
Can I keep this way, or should I try to get the distributed dx?
Thank you again. :)