Undefined reference

Jeg har prøvet at compile denne source-code:

#include <windows.h> /* obviously change this to your native library
            if you're compiling under unix */
#include <gl\gl.h>
#include <gl\glut.h>

void init(void);
void display(void);

int main (int argc, char **argv)
{
    glutInit(&argc, argv);
    glutInitDisplayMode(GLUT_DOUBLE | GLUT_RGB);
    glutInitWindowSize(250, 250);
    glutInitWindowPosition(100, 100);
    glutCreateWindow("My First OpenGL Application");
    init();
    glutDisplayFunc(display);
    glutMainLoop();
    return 0;
}

void init(void)
{
    glClearColor(0.0, 0.0, 0.0, 0.0);
    glColor3f(0.0, 0.0, 1.0);
    glMatrixMode(GL_PROJECTION);   
    glLoadIdentity();
    glOrtho(-10.0, 10.0, -10.0, 10.0, -10.0, 10.0);
}

void display(void)
{
    glClear(GL_COLOR_BUFFER_BIT);
    glRectf(-5.0, 5.0, 5.0, -5.0);
    glutSwapBuffers();
}

Jeg har både glut.h, og gl.h men alligevel kommer den med fejl!
Linkeren giver mig følgende fejlmeddelelser:

c:\dev-c++\untitled1.o(.text+0x33):untitled1.cpp: undefined reference to `glutInit@8'
c:\dev-c++\untitled1.o(.text+0x40):untitled1.cpp: undefined reference to `glutInitDisplayMode@4'
c:\dev-c++\untitled1.o(.text+0x55):untitled1.cpp: undefined reference to `glutInitWindowSize@8'
c:\dev-c++\untitled1.o(.text+0x64):untitled1.cpp: undefined reference to `glutInitWindowPosition@8'
c:\dev-c++\untitled1.o(.text+0x74):untitled1.cpp: undefined reference to `glutCreateWindow@4'
c:\dev-c++\untitled1.o(.text+0x89):untitled1.cpp: undefined reference to `glutDisplayFunc@4'
c:\dev-c++\untitled1.o(.text+0x91):untitled1.cpp: undefined reference to `glutMainLoop@0'
c:\dev-c++\untitled1.o(.text+0xc7):untitled1.cpp: undefined reference to `glClearColor@16'
c:\dev-c++\untitled1.o(.text+0xd8):untitled1.cpp: undefined reference to `glColor3f@12'
c:\dev-c++\untitled1.o(.text+0xe8):untitled1.cpp: undefined reference to `glMatrixMode@4'
c:\dev-c++\untitled1.o(.text+0xf0):untitled1.cpp: undefined reference to `glLoadIdentity@0'
c:\dev-c++\untitled1.o(.text+0x13d):untitled1.cpp: undefined reference to `glOrtho@48'
c:\dev-c++\untitled1.o(.text+0x15f):untitled1.cpp: undefined reference to `glClear@4'
c:\dev-c++\untitled1.o(.text+0x197):untitled1.cpp: undefined reference to `glRectf@16'
c:\dev-c++\untitled1.o(.text+0x19c):untitled1.cpp: undefined reference to `glutSwapBuffers@0'

Jeg bruger Dev-C++.