When I try to compile a program that has #include <gl/glaux.h> and I run it, I get a message about a missing glaux.dll file. The .exe files I got work, I only get the error if I compile it. I can use gl, glu, and glut fine. What is wrong with glaux? Could any one email me their glaux files?

glAux is a lib. You should include it to project somehow. I had same errors - unresolved external. Try also to use makefile.

A better solution is to use something else instead of the outdated glaux. If you must have it is the sources in the Platform SDK.