Trying to make a .exe

Using someone's sours code and I'm getting this error "fatal error C1083: Cannot open include file: 'd3dx9math.h': No such file or directory" now i thought i got Direct SDK but still getting that error 

You're not giving anyone who would be capable anything to go on here. Could you start with describing how your development environment is set up. 

Not that I'm going to be much use. I haven't written any code for windows in about a decade (unless you count javascript for the web) 

 

Not that I know anything about the program, the code, or how it runs, but the error message seems like the exe is looking for a file d3.. and it isn't in the directory where it is supposed to be?

Check this website out: http://msdn.microsoft.com/en-us/library/et4zwx34.aspx

It may be of use to your problem