I am trying to load blp file of world of warcraft.
I do it in the following steps:

1:read in the header from blp file
2:read in the data from blp file according to the header
3:create texture according to the blp_header info
4:lock the texture--copy data into it--unlock.

It works but
I wonder if I am doing the effecient way?

I wonder if D3DXCreateTextureFromFile work the same way:
load data-->create texture-->copy data.

thx in advanced.