Direct3D uses the concept of states to alter the way things are rendered. The device is in effect a state computer. We can set states for lighting, rendering and transformation modules.
Note: it is important to realise that when a state is set it remains set until changed to something else.
There are three areas that we can play with (click on the required link to go to a page with more detail on each):
State Blocks allow you to define a whole set of states and save them as a block allowing you to set and clear these states at run time more easily. I will add more notes about these in the near future but meanwhile you can take a look in the DirectX help for how to use them, they are not difficult.