The rest of the answer ...
Install the extras pack, then add the lib directory to the list of directories to locate lib files (Menu options Tools->Options, select tab 'Directories', select 'lib' from the 'Show Directories for' dropdown box, click the 'new' icon and add the directory. Make sure that this directory is first in the list)
[EDIT 2]
For VC++6, the last SDK that will work with the DarkSDK is the October DX SDK. It seems that Microsoft has finally stopped supporting VC6++.
The December DX SDK can be made to work with VC++2003. Just add a new .cpp file to your project (I call mine Guidfix.cpp) and paste the following two lines of code into it:
#define INITGUID
#include <dxdiag.h>
(Thanks to DanW for working that out)