It took me a bit longer to write, sorry Alfonso.
But i have rewritten everything to make things more flexible.
Also included a fresh written routine to calculate the FIR coefficients for low pass, high pass, band pass and band reject filters with a Hamming window.
Very handy timing routines and fast sample type conversion routines.
I'll comment and explain as much as possible and rename labels and text from Dutch to English.

When i'm ready i will post all the source code and maybe open a new thread to explain some stuff if you guys are interested.
I know that there are other ways to do spectrum analyzers but you can do a lot of nice things with FIR filters.
Here is the exe with a 1 octave 10 band analyzer and 2 short wav samples.
Just load your favorite wav file and enjoy watching the music.

There is maybe 1 thing of which i'm not certain, that is the Direct3d9 code.
I've kept it very minimal so i hope it works on other PC as well.
You will need at least a PC with SSE2 ( didn't include a test.... )