How to Set Up the DirectX Project in Visual Studio.NET
To get the project to build, you must:

• Go to Projects->Properties->Linker->Input->Additional Dependencies, then select in configuration "All Configurations" and add:
  
  • winmm.lib dxguid.lib dinput8.lib d3d8.lib d3dx8.lib odbc32.lib odbccp32.lib strmiids.lib
  • Properties only shows up in the project menu when you select the project in the solution explorer.
  • Select the settings for "All Configurations" before you add the libraries, so it will work in both debug and release mode
• Also, go to Tools->Options->VC++ Directories and add the lib folder in the DirectX SDK in the libraries directory, and the include files in the include directory.