I believe you are supposed to fade the whole screen, including the images you load, to black.
When you load an image onto your Surface using DirectX, all that's doing is placing each pixel of that image into the large array talked about in Part 8.
"Pixel* address" points to the start of this array, and in that particular appliation, the array is ( 640 * 480 ) elements in size, or 307200 pixels.
So, these images are not their own entity anymore. They've been plastered into this array and now exist just as elements of the array.
You need to use a loop to cycle through each element of the address array and set the Red, Green and Blue bytes increasingly closer to 0.
Keep in mind that on each frame, the image is redrawn (copied) to the array with its original colour values.
I hope this helps, without spelling out the solution.