I fixed the problem, since this is for a work related project, I am on a work computer that had "My Documents" redirected to the network share. 2008 C++ was smart enough to go to the redirect, DarkGDK was not. I copied all of the directoris to the redirected spot and was fine.
But another question. I have seen so many different posts about installing different versions of visual express (2008 and 2010) probelms with finding different versions of DirectX SDK, etc DarkGDK updates, etc. What is the current preferred installation instruction for a fresh install?
Still learning DBPro