since I've been asked lately I re-re-published the DirectX Demos on http://www.cu-0xff.de/downloads/DXAllDemos.zip
Those are all the demos used in the Managed DirectX Webcast Series.
There is a successor technology called XNA!! Be sure to check out http://www.xna.net
Find cool starters and lots of stuff (All which was missing the time we did the Managed DirectX webcasts).