I suggest you enroll at Game Institute, specifically the Graphics Programming with DirectX 9 courses.

You don't need to take part in the interactive classes if you just want to self-learn.

By the way, there is an option to also get printed books for a very low additional amount. They are well worth it.

I did a lot of their courses a few years ago and the courses, although a little old-skool are really quite good and I can't recommend them highly enough - plus Gary Simmons is a really nice guy.