Did you actually read the page you get after posting? As a new user you are under post approval - it happens for everyone, and will automatically switch itself off after a while. It's the reason we have little or no spam on these forums. I've deleted your other posts as they simply repeat this one.
Anyway, select the menu option Tools->Options, then open Projects and solutions->VC++ Directories. Select 'Library files' in the 'Show Directories for:' drop-down. You should have a line that says something like 'C:\Program Files\Microsoft DirectX SDK (August 2007)\Lib\x86'.
If you don't then it's the DXSDK that hasn't installed correctly. Add this line, and also add to the 'Include files' section a line that says 'C:\Program Files\Microsoft DirectX SDK (August 2007)\Include'
Those paths assume that you installed the DXSDK to the default location.