I've considered doing that here (I haven't seen it on another site broken into parts), but I have a feeling Microsoft wouldn't be happy about it. A while ago, several sites had a DX SDK Lite available, which included only the necessary files, but they suddenly all disappeared, which I tend to think MS had something to do with.
If you follow the link in our DirectX or Resources section, you will find many ftp sites with the SDK. I know several of those work, because I have downloaded it from them myself, using GetRight.
If that doesn't work, the DX 7 SDK should be out very soon and available for download from MS.