First off, the texture mag/minification states I think you are referring to are: D3DFILTER_NEAREST, _LINEAR, _MIPNEAREST, _MIPLINEAR, _LINEARMIPNEAREST, _LINEARMIPLINEAR. Secondly, in the latest incarnations all those states have been superseded by the D3DTSS_MAGFILTER, _MINFILTER, and _MIPFILTER texture stage states (set with Direct3DDevice->SetTextureStateState). If you're still interested in an explanation of each of them, well, here it is.
D3DFILTER_NEAREST - Picks the texel nearest to the desired coordinates.
D3DFILTER_LINEAR - Uses a weighted average of the 2x2 area around the nearest pixel.
D3DFILTER_MIPNEAREST - Picks the nearest texel of the nearest mip-map level.
D3DFILTER_MIPLINEAR - Uses a weighted average of the 2x2 area around the nearest pixel of the nearest mip level.
D3DFILTER_LINEARMIPNEAREST - Chooses the two closest mip levels and performs a linear blend between the nearest texels on them.
D3DFILTER_LINEARMIPLINEAR - Performs bilinear filtering on the two nearest mip levels.
These are implemented through a call to SetRenderState, passing either D3DRENDERSTATE_TEXTUREMIN or _TEXTUREMAG as the first parameter and the desired state as the second parameter. Remember though, that if you're using Direct3DDevice3 they have been replaced by the appropriate SetTextureStageState calls.
(All this information can be found fairly easily in the DirectX help files)