Same happened here. I installed it on my Vista Home Premium laptop, and all went well and all the samples run fine. But when I installed the exact same downloaded file of dgdk.net, on my desktop Vista Home Premium, I get the DGDK.dll failed to register, and of course none of the samples will run from VS2008.
Its odd. I even tried running regsvr32 manually for the DGDK.dll, and would get an error of module not found (and the modules name is just a "." period.
Very strange.
The only real difference between the laptop and the desktop, is the desktophas a NVidia Card (6600GT AGP), and the laptop has an ATI X1400. Both have 2 gigs of ram and dual core 1.8ghz Intel processors. Both are running AVG Free, and both user accounts are "admin" enabled.
Kurt