Actually when I looked again at SkinnedMeshHelper.cpp, there were extra nulls in the return statements.
For example, GenerateSkinnedMesh had:
return m_SkinMesh->GenerateSkinnedMesh(Options, minWeight, pAdjacencyIn, pAdjacencyOut, NULL, NULL, ppMesh);
When I removed the NULL parameters, the two errors disappeared. I have to locate D3DX8.lib but I think everything should work now.