I don't know what installation guide you are using and how long since it's been written, but trust the word - use OpenGL. All the features that are in D3D work in OpenGL currently, including environmental mapping, which was very long the only real advantage over OpenGL.
D3D support has been virtually unexistent for some time, and the coders doing work with source are concentrated on OpenGL. D3D is buggy and often not as pretty as OGL, so don't use it unless you're forced to.
On the other hand, while the env mapping was D3D exclusive feature I used D3D and I don't really remember getting any more problems than OGL did. Lately I've been running in OGL only, so I don't know the current situation accurately.