I assume you installed "Patch 1.9" too? It is required to "enabled" the dx11 features.
Also.. a very important thing >> I see so many people saying, I downloaded and installed DirectX 11, but it won't work! Just to find out later that they do not even have a "directX 11 capable graphics card". I assume you graphics card is directX 11 capable? What type of card you have?