Hi! I wanna render a volumetric object using a 3d texture (slices), by DX9 and VC++! I wanna see a source code! Thanks!

Maybe you should give some more details
and ask more kindly to get some answers.

So, I have a VolumeTexture and I wanna render it! I don't know how can I create the mesh from 3d texture information!
Thank You!

You just need to use 3D texture coordinates instead of 2D in your vertex format.

Is there a specific reason you want to render using slices instead of ray-casting? Do you intend to render surfaces or "cloudy" data? What about lighting and shadows? Rendering slices can be faster on current GPUs, but ray-casting is attractive for its flexibility and is becoming comparable in performance.

Any modern implementation will use 3D textures. 2D texturing is an old approach used before GPUs offered 3D texturing.

For slicing, you can generate view-aligned slices of a box, which involves intersecting a sequence of planes with the box to get a sequence of polygons with appropriate 3D tex coords. This intersection is equivalent to marching cubes for a voxel. Then you render the slices either back-to-front or front-to-back, depending on how you are compositing. In your pixel shader, you typically map a scalar texture value to RGBA using a transfer function implemented as a 1D texture. You can increase quality using pre-integration, which involves precomputing color/alpha composition for the space between slices.

I don't have any source code handy, but here are some links:
Slicing: http://www.cs.utah.edu/~jmk/sigg_crs_02/courses_0067.html
Ray-casting: http://medvis.vrvis.at/projects/gpuraycast/