D3D prob

Instead of just posting a link to an unfamiliar piece of source code, can you instead post the relevant sections of code here (in source tags)? Sorry, but we aren't really here to just debug your code outright - but more of when you find your problem, we can assist you in fixing it.

It appears you're using visual studio 2005. The code doesn't look anything like what directx gives for an empty project.

It doesn't even compile on my version of 2005 Express complaining that windows.h doesn't exist so unfortunately I can't help you without more information.

Tell us what it does do ? Did you turn on DirectX debugging and see what that tells you?

First of all, you should check out the DX9SDK Oct Samples, Tutorials folder.
There is a tutorial on creating a D3D device. This is great for building you framework or using it as a reference. It will also show you how to setup your project for Visual Studio 2005, just investigate all the Project->Properties pages. To get back to your problem: I can see one big problem, after you clear the device:
g_pd3dDevice->Clear( 0, NULL, D3DCLEAR_TARGET, D3DCOLOR_XRGB(0,0,255), 1.0f, 0 );

// Add this. You need to begin and end the scene rendering
// Begin the scene
if( SUCCEEDED( g_pd3dDevice->BeginScene() ) )
{
// Rendering of scene objects can happen here

// End the scene
g_pd3dDevice->EndScene();
}

// Present the backbuffer contents to the display
g_pd3dDevice->Present( NULL, NULL, NULL, NULL );