glaux.h?

I need this header, does anyone know were I can grab it?

The AUX API has been deprecated. You’ll probably want to check out GLUT:
http://www.opengl.org/resources/libraries/glut.html

GLUT has everything you need to create windows and handle input.

Is that what you need?

Cheers

Why is it depreciated though? I don’t use it because everyone says that but until now I havn’t questioned it. So, why?

It is not maintained since a long time.