SetCurrentDirectory ( "media" );
Is the wrong syntax for DarkGDK. Try dbSetDir("media");
this would try to go: yourprojectdir/media
where
yourprojectdir is where your main.cpp usually is.
I personally found it better to put the media in the directory above - the one inside the solution normally:
SolutionDir
--MediaDir
--MyProjectdir
then I don't even change directories.... I just do:
dbLoadObject("../media/filename.x");
but - I'm weird - though my files load
[edit] eidt, if you have trouble becuase the textures aren't found or something... do what you were.... but I recommend:
dbSetDir("../media");
dbLoadObject("filename.x",id);
dbSetDir("../yourprojectdir"); //when all done loading media from whatever directory you went to...