The next and last version of DX9 for Windows XP will be DX9L, a half way house between DX9c and DX10.
DX10 has been overhauled in a big way, and is more efficient and faster than previous DX9 versions. The new structure of DX10 is responsible for the hardware/driver issues with it. Only 100% DX10 compliant hardware will work with it.
Bedtime Reading: http://www.extremetech.com/article2/0,1697,1931918,00.asp
Its worth noting that there are EAX sound card issues with Vista too, since Vista removed the Hardware Abstraction Layer (HAL) for DirectSound and DirectSound3D. If you have EAX capable cards, they wont work unless you have a Creative X-FI one with compatible drivers.
Bedtime Reading: http://preview.creativelabs.com/alchemy/default.aspx