From DXFWiki

A few steps are required to ensure the compiler will build DXFramework correctly.

SDK Include and Lib Directories

After installing Visual Studio, the DirectX SDK, and the Windows SDK, open Visual Studio and proceed with the following steps.

• Visit the options dialog: Tools -> Options...
• Select Projects and Solutions, expand, select VC++ Directories
• Select "Show directories for: Include files"
  • Add the following directories if they do not exist (Do not cut and paste, browse using the "..." button as your exact path may vary):
    • C:\Program Files\Microsoft DirectX SDK (June 2006)\Include
    • C:\Program Files\Microsoft Platform SDK for Windows Server 2003 R2\Include
  • Ensure the two directories are at the top of the directory list.
• Select "Show directories for: Library files"
  • Add the following directories if they do not exist (Do not cut and paste, browse using the "..." button as your exact path may vary):
    • C:\Program Files (x86)\Microsoft DirectX SDK (June 2006)\Lib\x86
    • C:\Program Files\Microsoft Platform SDK for Windows Server 2003 R2\Lib
  • Ensure the two directories are at the top of the directory list.

Visual C++ Express Issues

• Visual C++ Express is free and, therefore, crippled.
• In order to get DXFramework to build under Visual C++ Express, you must go through and remove all .rc files from the projects.
• The four projects that have .rc files are:
  • demo
  • dxpong
  • template
  • worldmap
• Don't actually delete the files, just remove them from the projects from within the IDE.
• When you create a new, blank project, you'll need to remove the .rc file from it as well.

What does this do?

You will not have control over the icon that your executable uses.