Hmm, I've been following the tutorial to the second page now, and I had some problems. Luckily for me, I was smart enough to solve them. These problems were not mine, they were derik's...(but I won't critisize since I'm clueless on how to do anything in C# unless it's in a detailed step by step tutorial).

Anyways, you need to add this to the using commands-

using Microsoft.DirectX;

using Microsoft.DirectX.Direct3D;

And somewhere after the render loop you should have this empty thing-

private void GameEngine_Load(object sender, EventArgs e)

{
/*
Pretty useless huh? But it solves a major problem that I had been getting, so you had better have this in there!
 */
}

P.S. this should solve everything before he tells you to execute the empty blue box. Tongue Out Nothing more.