If you look carefully, you'll notice that I mentioned that I already tried installing DirectX 9.0c with the Call of Duty 5 setup. I still got the same error message.
@Pepper Wadlow, Esq.
If you run dxdiag in Win7 you'll see that the DirectX version is 11, so that's what I was saying. If you have nothing of use to contribute, please refrain from commenting.