Running Multiple DirectX?

I'm trying to get an old Lego game to run (Rock Raiders). It needs a certain DLL from DirectX 6. I found a DX6 setup on the game disc.

Before I install, I just want to make sure DX6 and DX11 will co-exist without DX6 overwriting or messing with DX11.

OS is Win. 8.1.

I think I found the answer.

considering most everyone probably has dx9 and dx11 installed i don't think dx6 would cause any issues of having multiple dx's installed

I am trying to install it, but now I have a new problem.

Win. 8 is blocking me from opening the setup. 

How do I get around this?

you don't open a dll, most likely it's supposed to go into the game directory or possibly into a windows system directory

edit: if it's to do with direct x i think it goes into system32

Do you know where it goes in the system/system32 folder?

I thought I was supposed to open it because it was a "setup".

I got it running. :)

I found the missing DLL (d3drm.dll) and moved it to the game's folder. Then XP compatibility mode with 16 bit color. 

So you just need to find the appropriate DLL and copy it into the game directory? And this works without installing Dx6? So do you think applying the same principle would work for a game that requires Dx7?