Welcome to the forums.
Please
Help us to Help you In order to help fully we need more information....
- What OS are you using? is it up to date?
- What avast! version and VPS file (virus database) number, e.g. 0436-4 (see about avast!)
- What was the virus name, what was the filename, where was it found
example (C:\windows\system32\infected-filename.xxx)?
- What actions have you taken to try and resolve the problem?
A google search for MSDIRECTX.SYS returns many hits. This is the first and probably most relevant, this would appear to be a rootkit virus which is why it is coming back.
http://www.antisource.com/article.php/rootkit-msnt-msdirectxI reccomend that you download this rootkit finder.
RootKitRevealer from system internals -
http://www.sysinternals.com/utilities/rootkitrevealer.html, this will check if there is in fact a rootkit type virus deeply hidden.
I believe this has also been covered in the forums.