Ok, There appears to be nothing with that name on my PC. I have downloaded from the link that you provided and the file is named DECCHECKSetup. I've run this setup, which creates a folder on C:\ called DECCHECK, which contains application called DECCHECK and an eula text file.
I have run the DECCHECK application, which results in the window that I have previously attached in a screenshot. It would appear that I have at no point downloaded or created any application/file with the name DxDiag.
Thanks for getting back to me