Thanks. To build a quaternion from euler angles, should I create an identity quaternion with D3DXQUATERNIONIdentity, and then use 3 calls to D3DXQUATERNIONRotationAxis to set the rotation angles in each axis?

EDIT:

Oops, I found this one that does all the dirty work: D3DXQUATERNIONRotationYawPitchRoll

Now which do I use to transform the 3D vector with the quaternion?