DirectX is not compatible with Windows NT4.
Upgrade to Windows NT 5 (Win 2000) or Windows NT 5.1 (Win XP) instead.
Incorrect.
WinNT4 is capable of DirectX up to v3. Hence you can play back video clips (which to not cane the CPU use DirectX/hardware acceleration), play basic games (as well as any Quake2/3 engine based games and Half-Life based games, even though they say a higher version of DX is required)
AFAIK there is no way of getting stuff that *actually* requires >DX3 to work.
Whatever you want to do, try it on NT4. It might work, it might not. If it requires Direct3D there's a 90% chance it won't work unless the game is ancient.
I used NT4 for a long time. I played back DVDs (with hardware acceleration), played Half-Life, Q2, Q3, Jedi Outcast and Starcraft. I dualbooted with Win98 so I could play games like Tomb Raider 2+.
