Something that always frustrates me when I'm learning new technology is the staggering amount of hidden knowledge. It's hidden because it can't be found in sample programs or API documentation. Instead, it's found after significant expenditure in your time pounding away at the keyboard. Nowhere is this more true than the subtle interactions between DirectX and Win32. DirectX has always been a kind of red-headed step-child at Microsoft, and I'll bet that the DirectX engineers would tell you that they could have used more support from the operating systems group. It may sound like I'm kissing their butts, and I may be, but the fact that Win32 is a viable gaming platform is a truly incredible achievement.
It's still not a trivial task to write a game under Win32, and it probably never will be trivial. If it were I wouldn't have to write a book like this. You'd better hope like hell Win32 remains tricky, or I might start writing novels. (Ed: Please Mike no novels; you've written enough fiction so far.)