Well, the fact that games install DirectX might be a bit confusing. In all cases (unless you really mess with wine dll overrides by hand in winecfg), the only thing we use from native DirectX are d3dx9_*.dlls which are helper dlls. These dlls contain functions to load bmp/jpg files into a texture, a shader compier, math utility functions and more. In all cases Wine's Direct3D9 dll is used for 3D rendering. We are working on improving our own d3dx9_*.dll files but it will take a long time before they are done and performance using native d3dx9_*.dll will likely be better.
