Have you checked out the samples that come with the DX9 SDK? It looks like there's 5 samples plus 8 or so tutorials on DirectPlay. It's probably version 9, but it's hard to say since the objects don't have numbers in them (it's just a DirectPlay object, for instance).
If you really want DirectPlay 8 using the DX8 SDK, you may be in for a hard road.
-Nerseus