Right now I'm having the exact same problem. Only the include and library directories are NOT linked.
I'm running Vista Home Premium.
EDIT:
I found out that the folders (Wizards and Dark GDK) were installed to the wrong directory, so I moved them to the right one. Then I manually linked to the DGDK directories. Now the Wizards appeared in the New Project menu, so I tried to see if I could compile a DGDK project, but the compiler returned this error:
Quote: "c:program filesthe game creatorsdark gdkincludedarksdkcamera.h(16) : fatal error C1083: Cannot open include file: 'd3dx9.h': No such file or directory"
I'm not sure what to do about that :/
EDIT 2:
Nevermind, I just found out that this problem is described in the Installation guide