Apparently there isn't much book on DirectX9. A few from the Premier Press is quite good
Real-time.Rendering.Tricks.and.Techniques.in.DirectX
3D.Game.Programming.All.In.One
Special.effects.game.programming.with.directx
This site also provide quite a lot of information
http://gpwiki.org/Those books mostly concentrates on games. Other than that, i've a few in .Net, which i think you would want. Btw, i'm writing a .net based 3D graphic multimedia system. I have to use .net so i can deliver the software faster, where C++ will take longer time to develop, and even more time needed to debug and perfect the coding. Maybe towards the end, when things settle down, i'll convert the 3D engine into C++ based. Generally the basic instruction for DirectX9 doesn't differ much for .net and non-.net.
DirectX SDK from microsoft also prove to be useful. Get Feb 2006 or earlier if you want the use legacy DirectShow features, after that version, DirectShow is moved to Platform SDK. Also don't bother with the newer SDK, cause it includes DirectX10, which is redundant if you're not targeting Vista. Do that note of the syntax changes (mainly the parameters needed per function), if you have diff release of DirectX SDK.
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