When I set a different resolution for the backbuffer at the initialization of a d3d9 device, I get a runtime error. What is the right procedure to set your own display resolution for the full-screen.

If you're talking about starting your application into fullscreen with some resolution, the only actual process that needs to be done is to specify windowed = false in the PresentationParameters, and specify valid height and width.

A valid height and width would be anything the monitor and adapter support. You can enumerate the device to get a list of supported resolutions, or you can just look in the display properties under windows to see which your adapter and monitor support.

Specifying invalid height and width values would likely cause a runtime error.

Hope this helps.