I tried to install the February 2010 version of the DirectX SDK today but ran into troubles.
I downloaded the SDK from msdn using IE8, and got the installer started. After a few seconds of the installation progress, I got the error S1010 and the installation was terminated.
After searching around for the error message, I found the solution. Download the SDK using another browser.
I fired up chrome and started the download again, and started the installer.
Guess what, it worked!
Can someone explain this please? 😛
Anyway, I decided to put the solution on this blog in case anyone of you are having the same issues.
More information about this: http://joytek.blogspot.com/2009/11/installing-directx-sdk-error-s1010.html
Modern art using the GPU 
just do a md5 check on the executable. it seem to happen quite often that downloads are incomplete, leading to that s1010 error.
unfortunately It is not easy to find an md5 hash from dxsdk, but my working and nonworking version showed differences when comparing md5
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