I have Visual Studio 2005 and want to teach myself DirectX in my free time. I downloaded the latest Windows 7 and DirectX SDKs. According to Microsoft's website, the latest DirectX SDK is not compatible with Visual Studio 2005 (I assume they mean it's not compatible with the SDK it came with). Can I configure VS2005 to use the SDKs I downloaded instead of the SDK it came with? If so, is there anything I should be particularly careful with?
The June 2010 DirectX SDK no longer supports Visual Studio 2005. You need to download an older version of the SDK and you'll be fine.