Hi Jake, If you have a look at the Tips & Tricks tab, which is the far right of the tabs at the top of the page, you will see the top submission that states that you don't have to install any DirectX versions for Guild Wars, as they are already a part of the CrossOvers.
If you look at the 3rd submission in on the Tips & Tricks page, you will find a really good submission that shows you how to set up a CrossOver menu item, & give it parameters like -dx8 & others. This will solve both your dx & how do I start it problems.
If you have been playing on another OS like Linux or Windows, you can copy your files over the installation in the CrossOver bottle, which is what I do, as it saves a lot of re-downloading so much of your game gw.dat & the Templates folder including all of its contents are what you especially need to copy. My path to these files on my Leopard machine is as follows:
Your home folder /Library/Application Support/Crossover Games/Bottles/winxp/drive_c/Program Files/Guild Wars/
I use Finder to copy the files into that Guild Wars directory & it works fine, I have done this more than once under Leopard & the same thing, different path many times in Linux when I used Cedega.
[Edit:] I have edited the tips & tricks & added a more refined version of what is written here to the 3rd post.