Most likely it was the wrong version of SlimDX, if you already had everything else. I'm not sure. Hopefully people at GamersGate and elsewhere think to hit "Check for Updates" -- otherwise, anywhere they get it other than Steam or Impulse is never going to be updated. I think that's pretty common with RTS games, though, so should be good. Updating the installer at GamersGate will just be for preventing people from having to update as soon as they get it (and hey, at least our patches are cumulative in the first place -- how many times have I bought a game a year or so after its release only to then have to wait through a dozen or more patches that individually, slowly, install? But I digress).
Anyway, it's on my list to make a better updater that is a bit more automated and that can handle beta prereleases for those who want to try them, too. The 2.0 version is the current official version of the game, so it didn't tell you wrong -- the 2.001 versions you're getting through the forums here are betas, and are not considered "officially released" yet, so no worries. At the moment you have to come here and get the zip files for those, but when they go official then the updater works with them. The future updater that I have planned will let people get either/or directly, or at least that's the plan!