Problem with d3d9.h

Hi All
I am learning to program Video Games using VC++. I have Visual Studio 2005 installed. Well I have downloaded the sourse codes to learn basic graphics in VC++. Well whenever I try to complie a file I get the error message that "cannot open d3d9.h". I want to know how to solve this error or is there some problem with VC++ installed.
Thanks
you need to install the DirectX SDK. Search microsoft.com (or directx.com ?) and download/install it.
You will also need to set up the VC++ includes directories adding the DirectX paths
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