Hi Sam,
Sorry I did not notice this post

Yes as Redj mentions using the TDM-GCC/MinGW-64 compiler and the headers included with the latest release should work. The DirectX headers are no longer distributed as part of the Ecere source since MinGW-w64 now provides working headers for DirectX 8 & 9.
If you're using your own version of GCC please consider using this version included in the installer instead. If you want to keep using your GCC and those headers don't work for you you can always reinstall your own version of the DirectX headers.
Regards,
-Jerome