You have to set Visual studio to include the directors of include and library.
In visual studio goto
Tools->Options->Projects and Solutions->VC++ Directorys
From the drop down menu select Include Files Double click the open spot at the bottom and type the install path of the DarkGDK
(in my case its D:\DarkGDKinstall) It should look something like this
D:\DarkGDKinstall\Include
Once thats included in the drop down box select Library Files
Then goto your DarkGDK install path and you'll see the folder Lib inside it is VS9, set it to include that folder.
D:\DarkGDKinstall\Lib\VS9
After that it should compile with no errors
If none of these worked you have to reinstall the DarkGDK and possibly DX-SDK august 2007.
The only limit to creating video games is your imagination