I am interested in learning a little about C++ and DirectX 9 or 10, but I don't even know where to start.
I downloaded the DirectX SDK a while ago, and they seem to have fairly good tutorials and examples.
How about a tutorial showing non-C programmers how to set up a simple program?
I remember I tried learning DirectX a long time ago before I fully understood C/C++, and I ended up totally confused. Unless you fully understand C arrays, pointers, etc., it's going to be really difficult learning DirectX (and even if you can, you may learn something improperly or miss something important).
It's very complicated compared to blitz due to all the setting up and initializing of stuff you need to do.
True, but it gives you 100x the control. Every minute detail is fully under your control, and that can really help if you're trying to build a specialized high-performance engine.