blp format loading with dx

I am trying to load blp file of world of warcraft. I do it in the following steps: 1:read in the header from blp file 2:read in the data from blp file according to the header 3:create texture according to the blp_header info 4:lock the texture--copy data into it--unlock. It works but I wonder if I am doing the effecient way? I wonder if D3DXCreateTextureFromFile work the same way: load data-->create texture-->copy data. thx in advanced.