when I try to compile any of the DX SDK tutorial samples I get this

C:\DX9SDK\Samples\C#\Direct3D\Tutorials\Tutorial1\ CreateDevice.cs(13): The type or namespace name 'DirectX' does not exist in the class or namespace 'Microsoft' (are you missing an assembly reference?)

When I press "add references..." microsoft.directx isn't in the list either.

Does anybody know what's the problem?

Thanks in advance,
Borre Mosch