Quote: "I have installed DirectX SDK(august 2008)"
I'm guessing a typo, but it's supposed to be the August 2007 SDK.
I just installed it yesterday for the first time and got the same message several times throughout the SDK installation. There is only one option, and it's to click OK, there's simply no other choice. It should be good once the installation completes, if you followed the directions on the website.
I'm not writing from my personal computer right now, but there's a PDF with a checklist to confirm that your installation was done correctly, and how to find any missing paths (lib, etc.). Ironically, this document is only available after you install the DarkGDK, go figure
I believe the document is under Program Files (x86)\The Game Creators\DarkGDK\...
CSL