Just bumping this, as it is a standing problem, thanks.
Getting the same error - when fiddling with different ways of creating the device I can get rid of that specific error and instead get GPU Perfstudio to get stuck on "connecting..." when clicking "capture frame".
DX10 sample is working great. I've been laborating with the MiniTri11 trunk@2182 version.
Seems that if you google some ppl have similar issues with slimdx and nvidias parallell nSight.