There is one way i have find. First you need to install DXSDK (i have June2010 and SDK for Windows 7). Go to "Add reference" dialog press "Browse" , go to somthing like this C:\Windows\Microsoft.NET\DirectX for Managed Code\1.0.2902.0 or C:\Windows\Microsoft.NET\Managed DirectX\v9.02.2904 then choose proper dll for example - Microsoft.DirectX.dll. So you can add "using Microsoft.DirectX" directive to your project. All done.
DirectX is for unmanaged code - C++. To use it from C# you need to find a wrapper library for it. The two best right now are SlimDX and SharpDX. Grab the binaries from the sites and just add a reference to them.
You can also use the Windows API code pack from Then, look at the article -directx-features-of-windows-api-code-pack.aspx, and you should be started. (the article talks about VS2008, but it works on VS2010 too)
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