Who knows why that is there. It is perfectly valid to specific an alpha channel in the back buffer. I would ignore this, and move on because it doesn't make any sense.

This guy sort of right. But the real answer is that technically there is no such thing as alpha on the back buffer since that wouldn't have any effect when getting copied to your monitor. (What would the back buffer get blended with? Your monitor is suddenly going to turn partially transparent in real life!) Alpha channels only have meaning if they are somehow getting blended with something. In my experience, though, most video cards could care less if your back buffer format is specified as having an alpha channel. The final value of the alpha channel in the back buffer will either never be written, or will be ignored. I would stick with the documentation, though, and use D3DFMT_X8R8G8B8, just to be safe.