Bloom Lighting

A few of the Direct3D9 samples implement bloom, those would probably be a good place to start if you're looking for some sample code to work with. Those samples are PostProcess, HDRLighting, and HDRPipeline. PostProcess is probably the best place to start, as it doesn't involve any HDR tone-mapping (which can complicate the bloom process) and also illustrates some of the principles of post-processing.

For your reference, the generalized process for bloom goes something like this:

-Render your scene normally to a render target texture
-Downscale the render target to a smaller size, usually 1/16th
-Apply a threshold to the down-sized texture, which means keep all pixels above a certain brightness (luminance) and set all others to zero
-Blur the thresholded texture
-Upscale the blurred texture
-Combine the upscaled texture with your original source image by summing the pixel values

Hope this helps, if you have any questions let me know.