Problem:
When you try to start GTA2, you are getting following error message:
"ERROR: Incorrect version of DirectX"
What you need to do:
1. Get DMUSIC.DLL, DMUSIC16.DLL and DMUSIC32.DLL from DirectX 6.1 (They are in this archive)
2. Copy them to C:\Windows\SysWow64
3. Open CMD.EXE as Administrator
4. Type:
cd C:\Windows\SysWow64 regsvr32 Dmusic.DLL
5. You can now play GTA2