I set up Media Center on a Surface Pro 2 today (more on that later) which must be the first time I've installed Media Center on a PC before running Steam and installing DirectX 9 game.
When entering Theater View, I was left with a blank screen informing me that the D3D9 files were missing, with no way to exit it or information on what the problem was. Once I figured out how to bring up the on-screen keyboard from inside a fullscreen application I was able to sort this out, but it was not a pleasant user experience.
When this happens, Media Center should probably exit Theater View and automatically download the DirectX web setup files.