Edit: Of course, immediately after working on it for an hour then posting here, I found the stupid mistake...
I\'m getting compiler errors when tryi
You should make sure you have ALL paths sorounded by quotes ("). Instead of $(DXSDK_DIR)include you should have "$(DXSDK_DIR)include"
$(DXSDK_DIR)include
"$(DXSDK_DIR)include"