Ok i have:
Code:
#include <d3d9.h>
LPDIRECT3D9 pD3D = NULL;
LPDIRECT3DDEVICE9  pD3D_Device = NULL; 
if( NULL == (pD3D = Direct3DCreate9(D3D_SDK_VERSION)))
{
//failed    
}
And i get the error:

[Linker error] undefined reference to `Direct3DCreate9@4'

I am using DirectX9 of course, and Dev V4.9.9.2

Thanks for the help