Yes Yes and Yes....
You can purchase at Best Buy, Circuit City, Staples Comp USA etc
Yes they are easy to install...they come with instructions and disk
Prices....Get an nvidia Geforce (2,3,4) for about $40-100(psst ....the 40 dollar one will work just fine)
Do you mean DirectX? You don't need to install DirectX it is already on your computer....(another hint: Don't download another version of DirectX...trust me)