Okay.... looks like i found the bug (i think)

The parameters i send to the D3DCreateTextureFromFileEx function are wrong.
This is the way it should be called:

[pascal]
if FAILED(D3DXCreateTextureFromFileEx(D3DDevice,'c:/texture.bmp',0,0,0,0,
D3DFMT_A8R8G8B8, D3DPOOL_MANAGED, D3DX_FILTER_NONE,
D3DX_DEFAULT, transparant, nil, nil, Texture)) then
begin
Result := E_TEXTURE_CANNOTMAKE;
Exit;
end;
[/pascal]

The Miplevels and Usage parameters must be zero. (in this case)

Thanx Everyone. [/pascal]