As has been mentioned in one of the replies to your question in Gamedev.net, there are two steps to add texturing to D3DX-generated meshes. The first one is of course cloning it to have a TexCoord2 component in addition to Position and Normal. The next step is filling the value of the new TexCoord2 component for each vertex, and here there are various approaches, each leading to different results.
Here is an example why generating texcoords is not a single-solution problem. Imaging we have a cube, normally the way we imagine it to be textured is that the texture is shown completely on each of the cube's faces. But perhaps another person wants the top and bottom faces to actually only show the left half of the texture image, and the rest of the faces show the right half. So it is really a question of how do you like your mesh to be textured... There are various procedural approaches that can be used as a start. Here is a link to spherical texture coordinates, which can look ok on a teapot:
http://www.mvps.org/directx/articles/spheremap.htm
One easy approach also is planar texture mapping, where you project a plane on your geometry. It can look like the image here:
http://ar.wikipedia.org/wiki/%D8%B5%D9%88%D8%B1%D8%A9:Xsigator.jpg
I hope this helps...