Er... My SDK version is November 2008. The problem is in the D3D 10 Tutorial 9: Meshes in DXUT. the documentation says that you can use CDXUTMesh10 class to load and render mesh, but the sample uses CDXUTSDKMesh, which is not recommend for real-world application... And the same problem occurs in Tutorial 10. If the documentation is incorrect, then i'd have to read the header file, that's a really headache...

Where in the documentation is this? I can't find anything like that in my version (August 2009).

The area is Direct3D 10, Tutorial 09: Meshes in DXUT.
Maybe this part has been removed in your version.