When I do that I don't see the lines.
Where are their positions defined anyway? If you're just using identity then you should make sure they're in that small limited frustum which is tanget to the XY plane (i.e. screen space), and make sure your Z-clipping fits. lol, otherwise, actually use the right matrices. I'll try to explain below. This is the code you showed me:
D3DXMATRIX mWorld; D3DXMatrixIdentity(&mWorld); mWorldProjection = camera->getProjectionMatrix(); effect->SetMatrix( "mWV", &mWorld ); effect->SetMatrix( "mWVP", &mWorldProjection );
mWorld should be world * view, and mWorldProjection should be mWorld * your projection. What is the name of your matrix for viewspace? You don't seem to have any clue of what your own matrices are or what they do anyway. I think you need to go back and properly understand how transformation matrices are used to render 3D scenes.
Do you understand what a world matrix really is, and what a view matrix is?
WVP = world * view * projection. In simpleton terms, world refers to how individual content is transformed. View is how the virtual camera is positioned/oriented. Projection is how things are projected onto the screen plane. D3d9 abstracts these, but eventually it really just concatenates them into a single matrix and multiplies geometry by this to get it into its final position in camera space (pretty much screen space; the difference is somewhat trivial). So here, it asks for two matrices, WV and WVP. WV is world * view, and WVP is just WV * projection. Got it?
By the way, I may have thought of a good and fast way to do real volumetric lines, but I'll need to try it for myself before I start spewing nonsense.