测试环境WinXP专业版SP3:

Microsoft Visual C++ 2008 Express Edition
Microsoft DirectX SDK (March 2009)

测试DirectX9遇到的问题：

错误：Cannot convert from 'const char [..]' to 'LPCTSTR'

Problem

This error message means that you are trying to pass a multi-byte string (const char [12]) to a function which expects a unicode string (LPCTSTR). The LPCTSTR type extends to const TCHAR*, where TCHAR is char when you compile for multi-byte and wchar_t for unicode. Since the compiler doesn't accept the char array, we can safely assume that the actual type of TCHAR, in this compilation, is wchar_t.

解决办法
Change your project configuration to use multibyte strings. Press ALT+F7 to open the properties, and navigate to Configuration Properties > General. Switch Character Set to "Use Multi-Byte Character Set".

错误：Error LNK2019: unresolved external symbol _Direct3DCreate@4 referenced in function “long_cdecl InitD3D(struct HWND__*)”(?InitD3D@@YAJPAUHHWD__@@@Z)

解决办法
确保DirectX SDK安装正确，检查下列路径：
Tools->Options->Projects and Solutions->VC++ Directories.
Under the selection box "Show Directories For", select "Library Files" and check the directory "C:/DXSDK/Lib";
then the same for "Include Files" and check "C:/DXSDK/Include".

然后

Those are linker errors, not compiler errors, so they don't involve missing headers.
You need to link to the appropriate DirectX import libraries.
when you make a project, select Project->Properties->Linker->Input, and under Additional Dependencies, enter these items separated by a space: "d3d9.lib d3dx9.lib";

或者可以直接在源文件里加入
#pragma comment(lib, "d3d9.lib")
#pragma comment(lib, "d3dx9.lib")
#pragma comment(lib, "dxerr9.lib")

测试OpenGL遇到的问题：

Problem:

error LNK2019: unresolved external_ Help me please

LNK2019: unresolved external symbol _gluPerspective@32 referenced in function

Add "opengl32.lib glu32.lib glaux.lib" to Project Properties->Configuration Properties->Linker->Input->Additional Dependencies.

LNK1104: cannot open file 'glaux.lib'

r u running VS2008?
if so, just remove glaux.lib from the link inputs.