Quote: "The executables all want d3dx9_24.dll for some reason - I presume that is install when you install the debug version of DirectX "
No. It will be installed as a part of the standard installation too. Part of the change was to switch from static to dynamic loading. Probably the next release will require a d3dx9_25.dll or something instead.
Quote: "will the networking component of DBPro have to move over from DirectPlay to something else to prolong future compatibility?"
No. MS cannot remove DirectPlay interfaces from the existing versions of DirectX - that would break all existing games that use it. The most that they can do is to remove the DirectPlay interface from future versions of DirectX. Even if they do that, it will still be possible to use DirectPlay9 while using Direct3D10 upwards.