I'm already having DirectX 11 but some games and software have an option to install DirectX 9 by force which I can't stop. Is there any harm if I install game or software along with DX9 ?
DX9 is a subset of DX11 so effectively you already have DX9 installed on your system.
The installers should detect this and not actually install anything.
If you are particularly concerned though, run the DX11 installer again after the DX9 one. In the unlikely event of there being any problems this should correct them.