There is something I'm unsure about.

All I have is "D3DXVECTOR3 gravity", how do I get dirVec and upVec from gravity?

Gravity is a particle effector, it has nothing to do with the dirVec and upVec which are part of the emitter. I don't know if there is a language barrier here or if you just really don't understand the very basic bits of vector math, either way I suggest you should be able to figure this out on your own. I'll simply describe how I would write things and then leave it to you to figure out the rest:

Emitter

Vector3f Position

Vector3f Direction // dirVec

Vector3f Up // upVec

float EmissionAngle // Radians, I don't do degree's...

float EmissionVelocity

Initialize the emitter (source and target are points in space, source is where the particles start, target is the direction they move towards initially)

emitter.Position = source.

emitter.EmissionVelocity = 10.0f;

emitter.Direction = Normalize( target - source );

// Check for a valid reference axis, can't be the same as +-direction vector.

if( Abs( Dot( emitter.Direction, Vector3f( 0, 1, 0 ) ) ) < 0.001f )

emitter.Up = Normalize( Cross( emitter.Direction, Cross( emitter.Direction, Vector3f( 1, 0, 0 ) ) )

else

emitter.Up = Normalize( Cross( emitter.Direction, Cross( emitter.Direction, Vector3f( 0, 1, 0 ) ) )

Particle

Vector3f Position

Vector3f Velocity

Effectors

Vector3f Gravity

Initialize a particle:

particle.Position = Emitter.Position;

// Replace dirVec and upVec in the function with references to the emitter data.

particle.Velocity = GetRandomVector( emitter ) * emitter.EmissionVelocity;

Update a particle:

particle.Position += particle.Velocity * deltat;

particle.Velocity += effectors.Gravity;

Well, I'm not native English speaker, here is what I have done so far, still didn't get it to work, is there is anything wrong in the following code?

Generate a new particle:

D3DXVECTOR3 direction = gravity - position; // The lines should look at the gravity direction
D3DXVec3Normalize(&direction, &direction);
D3DXVECTOR3 Up;
// Check for a valid reference axis, can't be the same as +-direction vector.
if( abs( D3DXVec3Dot( &direction, &D3DXVECTOR3( 0, 1, 0 ) ) ) < 0.001f )
{
     D3DXVECTOR3 cr;
     D3DXVec3Cross(&cr, &direction, &D3DXVECTOR3( 1, 0, 0 ) );
     D3DXVec3Cross(&Up, &direction, &cr);
     D3DXVec3Normalize( &Up, &Up );
} else {
     D3DXVECTOR3 cr;
     D3DXVec3Cross(&cr, &direction, &D3DXVECTOR3( 0, 1, 0 ) );
     D3DXVec3Cross(&Up, &direction, &cr);
     D3DXVec3Normalize( &Up, &Up );
}

D3DXVECTOR3 randVec = GetRandVector(direction, Up);
particle.velocity += randVec * velocity_var;

D3DXVECTOR3 GetRandVector(D3DXVECTOR3 dirVec, D3DXVECTOR3 upVec)
{
  D3DXVec3Normalize(&dirVec, &dirVec);

  D3DXVECTOR3 vVector;

  const float  angleRange = D3DX_PI/2.0f; // 45 degree's.

  float angle  = GetRandMinMax( 0.0f, 2.0f * D3DX_PI );  // Anywhere in the full circle.
  float range = GetRandMinMax( 0.0f, tan( angleRange ) );

  D3DXVECTOR3 offset = upVec * range;

  // Hmm.  No D3DX for vector around vector rotation.  Bah..
  float s = sin( angle );
  float c = cos( angle );
  
  D3DXVECTOR3 temp(
    offset.x*(dirVec.x*dirVec.x*(1-c)+c) + offset.y * (dirVec.x*dirVec.y*(1-c)-dirVec.z*s) + offset.z*(dirVec.x*dirVec.z*(1-c)+dirVec.y*s),
   offset.x*(dirVec.x*dirVec.y*(1-c)+dirVec.z*s) + offset.y*(dirVec.y*dirVec.y*(1-c)+c) + offset.z*(dirVec.y*dirVec.z*(1-c-dirVec.x*s)),
   offset.x*(dirVec.x*dirVec.z*(1-c)-dirVec.y*s) + offset.y*(dirVec.y*dirVec.z*(1-c)+dirVec.x*s)+offset.z*(dirVec.z*dirVec.z*(1-c)+c)
  );


  temp += dirVec;
  D3DXVec3Normalize( &vVector, &temp );

  return vVector;
}

I don't see anything obvious which unfortunately means this needs to be debugged. My primary guesses would be that I screwed something up when translating the rotation about vector code from my libraries or that the cross products are in the wrong orders. Beyond that, sorry can't help without being able to stick it in a debugger and walk through it.

BTW, I notice that the variable 'EmissionAngle' is defined and never used.