D3DXMATRIX* D3DXMatrixLookAt(
D3DXMATRIX* pOut,
const D3DXVECTOR3* pEye,
const D3DXVECTOR3* pAt,
const D3DXVECTOR3* pUp
);
It builds a matrix that will rotate an object at the "pEye" point to look at the "pAt" point. "pUp" is, I think probably (the docs don't actually say :-), a rotation axis.