Ok here is what you do people...
Download dX9 from microsoft.. install it, and reboot (eww i know!)
Create a folder to store the .DLLs in that you will later reference (eg: c:\windlls\)
Now we open up a dos prompt.
cd c:\Windows\Assembly\GAC\
copy Microsoft.DirectX\5.3.0.308__31bf3856ad364e35\*.dll C:\windlls\
copy Microsoft.DirectX.AudioVideoPlayback\5.3.0.308__31bf3856ad364e35\*.dll c:\windlls\
copy Microsoft.DirectX.Diagnostics\5.3.0.308__31bf3856ad364e35\*.dll c:\windlls\
copy Microsoft.DirectX.Direct3D\5.3.0.308__31bf3856ad364e35\*.dll c:\windlls\
copy Microsoft.DirectX.Direct3DX\5.3.0.308__31bf3856ad364e35\*.dll c:\windlls\
copy Microsoft.DirectX.DirectDraw\5.3.0.308__31bf3856ad364e35\*.dll c:\windlls\
copy Microsoft.DirectX.DirectInput\5.3.0.308__31bf3856ad364e35\*.dll c:\windlls\
copy Microsoft.DirectX.DirectPlay\5.3.0.308__31bf3856ad364e35\*.dll c:\windlls\
copy Microsoft.DirectX.DirectSound\5.3.0.308__31bf3856ad364e35\*.dll c:\windlls\
after you have done that, open up your C# project remove your dX8 reference, and click browse to add new reference, goto the c:\windlls\ folder and simple add the dX9 Assembly files.. and wolla! you can now code dX9 in C#!!
Enjoy!