Most probably some parameters are wrong ? Maybe trying to create a texture in a not supported format ?

It could help when you post some more code....

LPDIRECT3DTEXTURE9 pRenderTexture=NULL;
LPDIRECT3DSURFACE9 pRenderSurface=NULL,pBackBuffer=NULL;

HRESULT hr=g_pd3dDevice->CreateTexture(Width,Height,1,D3DUSAGE_RENDERTARGET,D3DFMT_A8B8G8R8,D3DPOOL_SCRATCH,&pRenderTexture,NULL);
pRenderTexture->GetSurfaceLevel(0,&pRenderSurface);

g_pd3dDevice->GetRenderTarget(0,&pBackBuffer);
g_pd3dDevice->SetRenderTarget(0,pRenderSurface);
g_pd3dDevice->Clear(0,NULL,D3DCLEAR_TARGET,D3DXCOLOR(0,0,0,1),1.0f,0);

Render(0,NULL);

g_pd3dDevice->SetRenderTarget(0,pBackBuffer);
D3DXSaveTextureToFile(pTexFileName,destFormat,pRenderTexture,NULL);

pBackBuffer->Release();

SAFE_RELEASE(pRenderSurface);
SAFE_RELEASE(pRenderTexture);
return S_OK;
[/quote]

You can't create a render target in D3DPOOL_SCRATCH. From the documentation (for the D3DUSAGE enum):

The resource will be a render target. D3DUSAGE_RENDERTARGET can only be used with D3DPOOL_DEFAULT.

[/quote]
Right.Thank you ! I've fixed that.