SFML should handle pretty much all of that for you.
The other problem is that it wouldn't be just rendering, Windows, sound and input are all using different APIs. Right now for Window creation I am using Win32/SFML, do you think I should just use SDL?
Yea but it seems like it would be cheating to not use Win32 to handle DirectX. It wouldn't seem as natural I guess.
I think that's it. I finally understand it and I did get it working. So, thank you for your help.