Compile problem

When I compile a clean install of TGEA 1.7.1 I get an error:

9>..\..\..\..\..\engine\source\gfx\D3D9\gfxD3D9Effect.cpp(69) : error C2065: 'D3DXSHADER_OPTIMIZATION_LEVEL3' : undeclared identifier

I compile in VC2005 and followed this tutorial: http://tdn.garagegames.com/wiki/TGEA/InstallVS2005/StepOne - Four

I hope someone can help me
Thanks