rendering a set of points to an object? (D3D)

ok, I made a program based on the second Direct3D tutorial provided in the DirectX8 SDK package. This tutorial is a simple spinning triangle. I tried to add more vertices to the triangle and change some other things around so that it will display a spinning quadrilateral. you would think that this would be simple, just adding 1 more point to the triangle to make it display a quadrilateral...
well, I'm having a bit of trouble. I told it to display a point list, and that's exactly what it's doing in this pic, displaying points. My question is, how do I render between those points, to make a solid? I was thinking that this possibly had to be done with 2 triangles, but I'm not quite sure how to do that either. Appreciate any help. thanks.

http://www.cableone.net/tdlajoie/misc/d3d.jpg