Anyone managing to use GLUT with a free compiler under Windows?

I'm getting the following sort of errors no matter the compiler :

d:\myopengl\hello\main.o(.text+0x17):main.c: undefined reference to `__glutInitWithExit'
d:\myopengl\hello\main.o(.text+0x33):main.c: undefined reference to `__glutCreateWindowWithExit'
d:\myopengl\hello\main.o(.text+0x57):main.c: undefined reference to `__glutCreateMenuWithExit'
d:\myopengl\hello\main.o(.text+0x81):main.c: undefined reference to `_imp__glClear'
I'm using the latest bin version of GLUT (3.7.6 - http://www.xmission.com/~nate/glut.html).

I can compile standard OpenGL programs without problems from the Dev-C++ 4 IDE (Cygwin compiler) but get the error above with a GLUT/OpenGL program I know to be working.

Any help welcome as I really want to get coding

Thanks a lot.

Tsyrak