bowtie???

I`ve not used D3DX before so I may be waaaay off the mark here, but since no-one else has replied, here goes....

If D3DX meshes support quads, you could have a mesh where one of the quads isnt planar. These non planar quads look fine until you look at them side on at which point they look like a bowtie. This is bad because you are seeing the front and back of the quad at the same time, so most 3D APIs will only accept planar quads. Hence the complaints from d3dx.

What you need to do is either make the quads planar somehow (tricky) or split them into two triangles (easy). Splitting into triangles puts a fold across the diagonal of the quad, but since triangles are guaranteed planar that should fix the problem.