Will I have to install the DirectX SDK in order to start some of the tutorials or is this installed with Visual C++ 6.0? I have a copy of DirectX8 SDK so should I install it? Is there any special settings needed for Visual C++ in order for the SDK to function or is it just a matter of running the setup.exe and letting it install itself?

read.
see the For Beginners section (above under resources) graciously provided by gamedev.net

Just install the DX8 SDK and it sets everything up nicely for you, then go through the Tutorials that come with it, get hopelessly lost, then check on the net for some of the better tutorials. I like www.drunkenhyena.com, the others seem to be getting a little out of date (too many sites still concentrate on things like Blit in DX7 and not enough on things like effiently coding VertexBuffers)

After you install Visual Studio 6.0, go to Microsoft''s site and download Service Pack 5. Install Service Pack 5. Install DX8.1, if you haven''t already. (If you have 8.0, get 8.1, there''s some useful bug fixes).

Once you do that, you should run Visual Studio, go to the Tools menu, select "Options...", a dialog will pop up, click the "Directories" tab, it should default to "Include Directories", use the little combobox thing to add a link to the DirectX8.1 SDK include file (''include'' under the main DX8 SDK directory), then bring this directory to the top by selecting it and clicking the up arrow to make sure the DX8 includes are included in your projects, rather than the older versions that come with Visual C++.

Change the selection box to "Library Files" and do the same thing here but for the DX8 libs dir (''lib'' under the main DX8 SDK directory).

After that you should be all set up.