'dxerr9.h': No such file or directory

I am trying to compile a program I took off a cd from a book that uses directx to render 3d objects. when i press compile I get the following error

C1083: Cannot open include file: 'dxerr9.h': No such file or directory

I am using VC++ 2008 Express Edition and i am running off of Vista. I went to the following folder

[edit]

C:\Program Files (x86)\Microsoft DirectX SDK (February 2010)\Include

I was able to find dxerr.h in the folder and the path is also being included in the VC++ Directories tab in the options window. dont know whats going on.