I have downloaded the DirectX SDK from the Microsoft Website and am
interested in programing DirectX with VB.net.  When I try to run any
sample programs, a JIT(just in time) Debug Window  appears. When i view
the source code, it cannot find the DirectX Class under
"Microsoft.DirectX". I am programing on Windows XP Home, with VB.net
2003. Can someone please point me to a way to fix this, if i need to
install some other program or upgrade to XP/2000 Pro?

XP Home should be ok.
Have you installed the Managed DirectX SDK?
The latest one got released in January I believe.
I am not sure if its possible to download an unmanaged version only,
but this may have happened.
Check out the DX site on MS.
Try out their examples that come with the SDK, do they work or fail as
well?

Oh and don't forget to add references to all the dlls. There's at least
2 that you'll need for Direct3D.
If you have the managed SDK installed properly then they will be in
your normal .NET list of references to add.

What are the paths to the DLLs that are needed?

No paths needed.
Just click on Add Reference, click on the .NET tab, scroll down to all
the DirectX dlls.
Add references for the ones you want.
If they aren't there, then you must have the wrong SDK, or its not
installed properly.

Did you try the MS examples as suggested?

AFAIR this has been mentioned (and solved) in the MDX group:

microsoft.public.win32.programmer.directx.managed


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