DirectX Diagnostic Tool - DirectX Files problem

[BustaRomeo]

Today, for no reason, I started up dxdiag (DirectX Diagnostic Tool). I clicked on the DirectX Files tab, and under Notes it says the following:
Several files (mfc40.dll, mfc42.dll) are incorrectly installed in the Windows folder and should be deleted.

Anyone had this problem? Should I do as it says and delete those .dll files from the c:\windows folder? Or should I renew them?

Either way it sounds like a really dodgy situation, because the mfc40.dll file appears in 2 folders (c:\windows and c:\windows\system32), whilst the mfc42.dll file appears in no less than 9 folders (c:\windows and c:\windows\system32 folders included).

Please tell me what I should do, thanks.

[reboot]

It's just telling you there are duplicates. Leave well enough alone, and don't worry about it.
If it works, don't fix it.