A problem compiling and linking gsl

[<cgarnica at 007mundo dot com>]

Hi!
I've just downloaded gsl and I've installed the libs, bins, includes, etc. When I tried to test a program the following message pops up (this was using the random distribution library, but it happens with all libraries):
C:\WINDOWS\TEMP\ccw9aaaa.o(.text+0x2c):testal~1.cpp: undefined reference to `gsl_rng_env_setup'
C:\WINDOWS\TEMP\ccw9aaaa.o(.text+0x31):testal~1.cpp: undefined reference to `gsl_rng_default'
C:\WINDOWS\TEMP\ccw9aaaa.o(.text+0x40):testal~1.cpp: undefined reference to `gsl_rng_alloc'
C:\WINDOWS\TEMP\ccw9aaaa.o(.text+0x71):testal~1.cpp: undefined reference to `gsl_ran_poisson'

I don't know why it displays something about C:\WINDOWS\TEMP\ and why does it say "undefined reference".
I'm using Dev-C++ 4.
By the way, below is the code of the test program:
Thanks for help,

Carlos Andrés Garnica

#include <stdio.h>
#include <gsl\gsl_rng.h>
#include <gsl\gsl_randist.h>
int
main (void)
{
const gsl_rng_type * T;
gsl_rng * r;
int i, n = 10;
double mu = 3.0;
/* create a generator chosen by the
environment variable GSL_RNG_TYPE */
gsl_rng_env_setup();
T = gsl_rng_default;
r = gsl_rng_alloc (T);
/* print n random variates chosen from
the poisson distribution with mean
parameter mu */
for (i = 0; i < n; i++)
{
unsigned int k = gsl_ran_poisson (r, mu);
printf(" %u", k);
}
printf("\n");
return 0;
}