since I've been tearing my hair out fixing this I thought I'd share it.
First, you can't install the DX SDK anymore - it is part of the windows SDK. You probably already have that.
Secondly, when you do install the windows SDK, it won't install the library called dxguid.lib that the OIS dependency requires in order to build.
This library no longer exists.

You will then get a bunch of build errors.

see this for an explanation from microsoft - it is about as clear as the thought process of whoever did this, which is to be expected:
http://support.microsoft.com/kb/130869
Any more artificially created problems from microsoft today and my blood pressure is going to hit an unprecedented high. Hopefully this post means yours doesn't need to.