I was having problems linking the DirectX files up with my project until I figured something out. VC++ had a bunch of the DirectX files already in the lib directory, but they were old versions. Make sure you change the order of your included library directories so that the DirectX SDK is at the top. If your VC++ library is at the top, it won''t even bother looking in your DX SDK. The library includes can be found in Tools, Options.