When installing the game, when the 'Setup Type' dialog shows up, you MUST select 'Custom'.
In the next dialog, you have four things listed, 'NHRA Program FIles', 'Microsoft DirectX 9, 'Visual C Runtime 7.1', and 'Visual C++ Runtime 7.1'. All of them should be check marked by default.
Click on 'Microsoft DirectX 9', a sub menu should appear with, 'Install Feature Locally', 'Install Entire Feature' (this should be grayed out), 'Install On Demand', and 'Don't Install'.
Click on 'Don't Install' and the 'Microsoft DirectX 9' should have a black 'X' next to it. You MUST do this in order the game to properly install.