If you have mucked up the install of the DirectX SDK, I would suggest un-installing all of the directX SDK version that you currently have, aswell as un-installing GDK.
Once it is all un-installed, re-install DirectX SDK(aug07), once that has installed, fire up the Visual Studio IDE BEFORE you attempt to re-install GDK.
If that doesnt work, then you will need to go one step further and un-install everything down to Visual C++ Express and start again(might be the easiest way if you are not sure what to do)..basically un-install everything, reboot, and re-install like it was the first time you did, VSC++ 08 first(run once before anything else is installed) then DirectX SDK, then DarkGDK.
If it ain't broke.... DONT FIX IT !!!