   MDX in DirectX SDK.
  The latest release of the DirectX SDK installs MDX automatically or I need to do any other steps?   
  MDX is automatically installed when you install the latest version of DirectX.  All you need to do to start using MDX is to include the necessary refernces in your project file; in Visual C# 2005 Express Edition, right click the References folder, select Add Reference, and then select all of the DirectX references you need from the list.   ;  Make sure that you have the .NET framework installed before you install the DirectX SDK. This will make sure that the relevant parts of MDX is installed on your machine.   