Thread: Direct X including lib problem.

Im trying to include the main lib #include <d3d9.h> into my program(using sprite drawing). When I try to compile I get the following error:

------ Build started: Project: Gameengine, Configuration: Debug Win32 ------
Compiling...
winmain.cpp
winmain.cpp(3) : fatal error C1083: Cannot open include file: 'd3d9.h': No such file or directory
game.cpp
c:\Documents and Settings\NAME\My Documents\C++ programming\Projects\Game Engine Framework\Gameengine\Gameengine\game.h(4) : fatal error C1083: Cannot open include file: 'd3d9.h': No such file or directory
dxgraphics.cpp
dxgraphics.cpp(3) : fatal error C1083: Cannot open include file: 'd3d9.h': No such file or directory
Generating Code...
Build log was saved at "file://c:\Documents and Settings\NAME\My Documents\C++ programming\Projects\Game Engine Framework\Gameengine\Gameengine\Debug\BuildLog.htm "
Gameengine - 3 error(s), 0 warning(s)
========== Build: 0 succeeded, 1 failed, 0 up-to-date, 0 skipped ==========

Ive linked to the lib directory, and everything. Somone that knows how to use Visual C++ 2005 Express Edition Beta please help!