こうやってます・・・
 D3DXVECTOR3 pos;
 D3DXQUATERNION q, q1, q2;
 D3DXMATRIX r, t;
 D3DXVec3Lerp(&pos, (const VEC3*)&m_pMatrixKeys[dwp2].mat._41,
   (const VEC3*)&m_pMatrixKeys[dwp3].mat._41, fLerpValue);
 D3DXQuaternionRotationMatrix(&q1, &m_pMatrixKeys[dwp2]);
 D3DXQuaternionRotationMatrix(&q2, &m_pMatrixKeys[dwp3]);
 D3DXQuaternionSlerp(&q, &q1, &q2, fLerpValue);
 D3DXMatrixRotationQuaternion(&r, &q);
 D3DXMatrixTranslation(&t, p.x, p.y, p.z);
 pframeToAnimate->matRot = r * t;