About the building errors with CS I'm not sure what is wrong. I know CS compiles fine with VC8 because I know several people who do that. Perhaps you can tell us exactly which problems you got (i.e. the errors)? There should be no need to change names of files and there should be no need to download the full DirectX SDK. At least it is not needed for all the people that I know use VC8.
About the tutorial problem it appears that you are trying to use the tutorial code for version 0.98 of CS. You should not use the documentation on the 0.98 release. Instead you must use the documentation from the latest CVS release (http://crystalspace3d.org/docs/online/manual/
). Even better is to use the documentation that comes with your version of CS as that documentation is up-to-date with your version of CS. So just point your browser to the docs/html/... file and read that.