I discovered the problem.
Instead of loading the textures into the texture[] like this;
c_DirectX.dxTexture[iCounter] = TextureLoader.FromFile(c_DirectX.dxDevice, sCurrentFile, 0, 0, D3DX.Default, 0, Format.Unknown, Pool.Pool, Filter.None, Filter.None, Color.Blue.ToArgb());
I needed to change the Pool.Pool to Pool.Managed :D
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