i have downloaded the sdk directx9 and installed and put the lib and include files in the dev-c++ directory.
The files don't go in the same directory. Include files go in $DEVCPPDIR/include and library files in $DEVCPPDIR/lib (I think).e.g redefinition of struct D3DVECTOR
You must have some other version of DirectX, too, which would mess you up. Make sure you only have one version.