My guess is you are using the latest DirectX SDK that was released in June 2010. The DirectInput libraries have been moved out of this version of the SDK. Your linker errors for dinput8.lib are because Microsoft has deprecated DirectInput and is pushing developers towards Raw input handling with WM_INPUT and XInput for use with the XBox controller.
I do not know how processing working with Windows Forms would affect any of this, but there are two decent article here on code project to help you get started with both of these forms of input:
XInput:
Xbox 360 Controller Input in C++ with XInput[
^]
Raw Input API:
Using the Raw Input API to Process Joystick Input[
^]