I agree. Try OpenGL 4. It is more work than Direct3D 9, but it runs on OSes other than just Windows / X-Box.

It does get easier once you start seeing the big picture, with OpenGL. Lots of people here can help too. I should know… I was an OpenGL 4 n00b a couple of years ago, and 90% of what I've learned has come from posts here on Gamedev.net (the best place on the Internet).

cvaqabond said:
Yes you are right Dx9 is very old, I would like to work with newer versions like dx11. However, as I mentioned, since I am very unfamiliar with this subject, it is not easy for me to switch versions. Maybe one day I'll be able to upgrade to more current versions after I get some knowledge.

Indeed dx8/dx9 are very old but they work perfectly. The game I made in 2002 in dx8 is still working fine on modern cards.
If you have no prior experience with 3d APIs, the pre dx10 are easy to learn and use, with pixed function pipeline you don't even have to bother with shaders.
Download the official directx sdk. It comes with a nice help, full of step-by-step beginner tutorial, and also loaded with sample programs.

But if you want to upgrade later, just be prepared because it's gonna be a fundamental change, and if you build your material system around an old DX, probably you'll have to ditch it.