Using D3DFVF_XYZRHW flag for a Vertex Buffer

I'm hoping i can pick someones brain for this without having to post a whole whack of code.

I've got a 3D enviroment set up and i can display billboards and Meshs to it just fine. The textures come out exactly right. But i have need to display certain things on screen-relative coords (like my mouse cursor) so i used these flags D3DFVF_XYZRHW | D3DFVF_TEX1 when creating my vertex buffer, which looks like this:

Code:

struct vertex
{
   float x, y, z, rhw;
   float u, v;
};

vertex target[4];

IDirect3DVertexBuffer8 * g_VBuffer;

//displayed like this:

//lock up VBuffer and memcopy it on in
unsigned char *vb_vertices;

if (FAILED( g_VBuffer->Lock(0, 0, &vb_vertices, 0) ))
{
   MessageBox(hWnd, "Lock() failed!", "Function Error", MB_OK);
   return E_FAIL;
}

memcpy(vb_vertices, target, sizeof(target));
g_VBuffer->Unlock();

g_pDevice->SetVertexShader(D3D_CUSTOMVERTEX);
g_pDevice->SetStreamSource(0, g_VBuffer, sizeof(vertex));
g_pDevice->SetTexture(0, pTexture);

g_pDevice->DrawPrimitive(D3DPT_TRIANGLESTRIP, 0, 2);

The Buffer appears exactly wher it should and the texture is also displayed... but! Its all grey (which is the colour of my text incidentally). I know the texture is there because i alpha blended out the background colours on it and they disapeared leaving only a grey mouse-cursor shape without any of the textures colours on it.

Oh, in case its relevant i've got the following RenderStates set:

Code:

 //*** DISPLAY TYPE STUFF ***

	//Z-Level? Yes. Of course.
    g_pDevice->SetRenderState( D3DRS_ZENABLE, TRUE );

	//Noramlize Normals?
    g_pDevice->SetRenderState( D3DRS_NORMALIZENORMALS, TRUE );

	//Cull Counter-Clockwise
    g_pDevice->SetRenderState( D3DRS_CULLMODE, D3DCULL_CCW );


	//*** LIGHTING ***

	//Set lighting OFF
	g_pDevice->SetRenderState( D3DRS_LIGHTING, FALSE );


	//*** TEXTURE HANDLING ***
	
	//Texture stretching filter types (Option for D3DTEXF_LINEAR???)
    g_pDevice->SetTextureStageState( 0, D3DTSS_MAGFILTER, D3DTEXF_POINT );
    g_pDevice->SetTextureStageState( 0, D3DTSS_MINFILTER, D3DTEXF_POINT );

	//Dither textures?
    g_pDevice->SetRenderState( D3DRS_DITHERENABLE, TRUE );

	//Turned off because we dont use Coloured Vertexs
    g_pDevice->SetRenderState( D3DRS_COLORVERTEX, FALSE );

	//Alpha Blending used in some textures for CVertexBuffer calls
	g_pDevice->SetRenderState( D3DRS_ALPHABLENDENABLE, TRUE );


	//*** PIXEL HANDLING ***

	//Defines the method of determining pixel color
	g_pDevice->SetTextureStageState( 0, D3DTSS_COLOROP,	  D3DTOP_SELECTARG1 );
	//Take color only from texture instead of vertex colors (or which we have none)
	g_pDevice->SetTextureStageState( 0, D3DTSS_COLORARG1, D3DTA_TEXTURE );

	//Defines the method of determining pixel alpha
	g_pDevice->SetTextureStageState( 0, D3DTSS_ALPHAOP,	  D3DTOP_SELECTARG1 );
	//Alpha value for each pixel comes from the textures alpha value
	g_pDevice->SetTextureStageState( 0, D3DTSS_ALPHAARG1, D3DTA_TEXTURE );

	//Source/Destination blending
	g_pDevice->SetRenderState( D3DRS_SRCBLEND,	D3DBLEND_SRCALPHA );
	g_pDevice->SetRenderState( D3DRS_DESTBLEND,	D3DBLEND_INVSRCALPHA );

Just a sidenote (I don't think it has anything to do with the problem) : Why don't you disable the Z buffer test when you're rendering 2D stuff? Since you want it to be on top of everything

By the way, if everybody fails to help you. Consider posting the code/url/attachment so that people'd try it on their PC's

check your e-mail.