Aside from the MSVC 6 project file, nothing else is really maintained. Files that get removed or added, or when we add SDK files to the tree, we won't necessarily make those changes to any of the other project files. You pretty much just have to figure it out for yourself, since I don't think that anyone really keeps up with how many things have changed since various project files have been updated.
EDIT (don't feel like a new post): The SDKs for DX8, OpenAL, and Ogg Vorbis are included in the source tree. You simply have to set the directories properly in the project setup to use them. Other than the platform SDK, the speech SDK, and MSVC, you shouldn't need anything else other than a CVS checkout and a properly setup project file.