I was trying to just get a simple main loop set up, so I created a device using the Sample framework, from in the book.

DXUTCreateDevice(D3DADAPTER_DEFAULT,true,1600,1200);

however, it doesnt work. i get varied results when attempting to use it to render. also, on creation, the debugger warns me

Direct3D9: (WARN) :Specified DepthStencil Format can not be used with RenderTarget Format

So, what is the best way I can set a depth buffer format that will be compatible?

I get the same warning, but everything displays correctly.

I have an Nvidia GeForce 440 Go (on a laptop)