Why doesn't my DX10 work?

Hi again guys!

I borrowed a copy of Lost Planet yesterday, and after 2 hours of installing and updating (lousy Steam) I attempted to play it. I clicked “Play DirectX 10 version” and I got a message saying “Failed to initialize DirectX 10”. I then attempted the DX9 version, but got a message saying pixel shader 2.0 unsupported.

Now, from that last message I understand that my graphics card may well be the cause (it’s an Intel GMA 950 integrated into my laptop mobo), but surely if my dxdiag states I have DX10, I should be able to run DX10 content, right?