Install Close Combat in to its own bottle, for simplicity. The default of WinXP works fine.
Once installed, click Quit rather than Play, and let Crossover finish adding in the icons to whatever menus you have set up.
Go back to the Install Software wizard within Crossover Games, and click the box marked "Show all service packs and dependencies". Select "Microsoft DirectX Runtime" from the list, and push Next. Choose "Other existing bottle -- LIKELY TO PRODUCE ERRORS --" and instead of "default" choose the bottle you've installed Close Combat to. Click "Express Install" and install the DirectX Runtime. Once all installed, Close Combat should run.
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