これを使うがよい。ガイジンさんが改造してくれてる。

ttp://turbo.gamedev.net/undelphix.asp
>Quite simply, UnDelphiX is a unofficial version of DelphiX powered by the official JEDI DirectX headers. It also has various "Better English" error messages, comments, and samples. It also will include DXG and DXW editors with full source.