Ok i have been playing around with the bullets samples but there in opengl, what i want todo is use D3DXCreateBox, LPD3DXMESH etc but unsure how to load them in to bullet, does anyone know how todo it thanks...

You don't really load them into Bullet. You just create a body within Bullet whose dimensions match the dimensions of your box, then after each tick you retrieve the transform of the object from Bullet and use that as the world transform when rendering your box. IIRC, you need to convert the matrix that Bullet returns from OpenGL format to a DX format in terms of row-column ordering but that is pretty much it.

Aside from the built-in debug rendering, Bullet has no interest or involvement with the actual process of rendering.

what do you mean by creating a body?

He means to create a [font=courier new,courier,monospace]btRigidBody [/font]of some sort. I'm afraid you'll need to read the manual.