help with my compiler

Hello I am new to OpenGl, by about 5 days, i have written some of my own code, but the problem i am having is that the compiler i have which is Dev-C++ 4 is not compiling my programs, it is always giving me errors for all the code i put in. its got its own opengl demo that compiles fine, but when i use the code i learned from NeHe’s site it doesnt work i always get a compile error for:
532 c:\progra~1\merger~1\opengl~1\bounci~1.cpp
`CDS_FULLSCREEN’ undeclared (first use this function)

and i really dont know what to do, i know c++ but i am still new to that. so i am not sure what it is. i really would like to figure this out before i go on my bike trip across america which is in a few days. so i can start working on my programs while im on the trip, im bringin my computer (but i dont have internet access that i can use cuz i wont be near any phones)i also have all the free compilers you can get for windows, or at least most of them, and none of them will work with the code from NeHe’s tutorials, its rather frustrating. well any help will be appreciated. thanks, -Levi