Yeah, I think the merge module is actually from Microsoft, so that's something that would have to be fixed by their directx detection. If you're making this installer for a game, it's actually proper to do a silent install as a Games for Windows req...
How are you installing DirectX? Are you using the built in merge module? Also, what kind of project is this? When you use the merge module, there should be an option to have it install without prompting the user.