I just want to mention that you can learn programming in DirectX with Delphi very quickly by reading SelfDXD, a directx documentation written in html. Unfortunately this documentation is only available in german.
Read SelfDXD online at: http://www.minfos.de/selfdxd
Download SelfDXD at: http://www.minfos.de in the DirectX-Section

Maybe some of you are able to understand german