Have you checked out the samples that come with the DX9 SDK? It looks like theres 5 samples plus 8 or so tutorials on DirectPlay. Its probably version 9, but its hard to say since the objects dont have numbers in them (its 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