DirectX installation

I tried to install directx for MVC++2008 but I keep getting errors:

1>c:\documents and settings\timbo\desktop\2d game\08_animations_source\library.h(12) : fatal error C1083: Cannot open include file: 'dxerr9.h': No such file or directory
1>GameEngine.cpp
1>c:\documents and settings\timbo\desktop\2d game\08_animations_source\library.h(12) : fatal error C1083: Cannot open include file: 'dxerr9.h': No such file or directory
1>Graphics.cpp
1>c:\documents and settings\timbo\desktop\2d game\08_animations_source\library.h(12) : fatal error C1083: Cannot open include file: 'dxerr9.h': No such file or directory
1>Input.cpp
1>c:\documents and settings\timbo\desktop\2d game\08_animations_source\library.h(12) : fatal error C1083: Cannot open include file: 'dxerr9.h': No such file or directory
1>winmain.cpp
1>c:\documents and settings\timbo\desktop\2d game\08_animations_source\library.h(12) : fatal error C1083: Cannot open include file: 'dxerr9.h': No such file or directory



This si my code:

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#ifndef LIBRARY_H

#define LIBRARY_H

//Standard Headers
#include <windows.h>
#include <stdio.h>

//DirectX Headers
#include "d3d9.h"
#include "dxerr9.h"
#include "d3dx9.h"
#include "dshow.h"

#define DIRECTINPUT_VERSION 0x0800
#include "dinput.h"

//Engine Headers
#include "DataLogger.h"
#include "EngineGlobals.h"
#include "Graphics.h"
#include "Input.h"
#include "Audio.h"
#include "GameEngine.h"

#endif 


Please help
Possibly use <> instead of "" - sorry I can't be of much help. I don't use Direct X at the current time :(
sorry didn't work
You *do* know that you can't compile DirectX apps with DirectX only, but you do actually need the DirectX SDK, right?
thats what i tried to install
The installation shouldn't try compile anything... If in doubt, search for the files reported missing and change your search paths appropriately (these files *are* part of the SDK installation).
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