True! If you are using fx files - remember to release LPDIRECT3DVERTEXDECLARATION9 and LPD3DXEFFECT. Also while loading you may be using LPD3DXBUFFER for errors, release it also.

In general always release everything that have release() func :]

Thanks for all your answers. It seems that my presentParameters are lost in action during the reset. With the debug mode on and checking the presentParameters just before the Reset() call with the Watch window in MSVC I found the problem. Just like Drunken Hyena said they weren't what I thought they were. So now I'll try to find why they're not what they should be, but that's a whole other story. Thanks for your help everyone. I'll mark the thread as solved.

PS. I'm just about to experiment with very simple HLSL effectfiles so thanks for the tip :) DS