I think you must set more things to see FFP specular, here is example:
//Turn on lighting and set an ambient value
d3d9device->SetRenderState( D3DRS_SPECULARENABLE, TRUE );
d3d9device->SetRenderState( D3DRS_LIGHTING, TRUE );
d3d9device->SetRenderState( D3DRS_AMBIENT, D3DCOLOR_COLORVALUE( 0.2f, 0.2f, 0.2f, 1.0f ) );
//Create a simple DX directional light
D3DLIGHT9 light0;
ZeroMemory( &light0, sizeof(D3DLIGHT9) );
light0.Type = D3DLIGHT_DIRECTIONAL;
light0.Direction = D3DXVECTOR3( 0.5f, -0.8f, 0.7f );
light0.Diffuse.r = 0.8f;
light0.Diffuse.g = 0.8f;
light0.Diffuse.b = 0.8f;
light0.Diffuse.a = 1.0f;
light0.Specular.r = 1.0f;
light0.Specular.g = 1.0f;
light0.Specular.b = 1.0f;
light0.Specular.a = 1.0f;
//Set the light
d3d9device->SetLight(0, &light0);
d3d9device->LightEnable(0, TRUE);
//Create a white material
D3DMATERIAL9 WhiteMtrl;
ZeroMemory( &WhiteMtrl, sizeof(D3DMATERIAL9) );
WhiteMtrl.Diffuse.r = 1.0f;
WhiteMtrl.Diffuse.g = 1.0f;
WhiteMtrl.Diffuse.b = 1.0f;
WhiteMtrl.Diffuse.a = 1.0f;
WhiteMtrl.Specular.r = 1.0f;
WhiteMtrl.Specular.g = 1.0f;
WhiteMtrl.Specular.b = 1.0f;
WhiteMtrl.Specular.a = 1.0f;
WhiteMtrl.Power = 8.0f;
d3d9device->SetMaterial(&WhiteMtrl);