Well, DX5 is way obsolete. Don't install it! Instead, install the latest official stable version from Microsoft.com or other trusted sites. Just skip the dx5 installation on the JK discs. You don't need it to play, as a newer version will work just fine.
Installing 5.0 over a newer version may be causing you problems, so (if possible) UNinstall 5.0 and install the latest version instead, then install JK WITHOUT the DX5 step, and then install the official 1.01 JK patch. Things should be fine...
You may need a registry cleaner program to remove traces of the old data though, I recommend Registry Mechanic. Though there are ways to do it manually by deleting certain registry keys, one must be careful or risk goofing up windows (and forcing you to reinstall windows).