What's wrong with this( if not everything )?

Code:

#include <windows.h>
#include <GL/gl.h>
#include <GL/glu.h>
int APIENTRY WinMain(HINSTANCE hInstance,
                     HINSTANCE hPrevInstance,
                     LPSTR     lpCmdLine,
                     int       nCmdShow)
{
glClearColor (0.0, 0.0, 0.0, 0.0);
glClear (GL_COLOR_BUFFER_BIT);
glColor3f (1.0, 1.0, 1.0);
glOrtho(0.0, 1.0, 0.0, 1.0, -1.0, 1.0);
glBegin(GL_POLYGON);
   glVertex3f (0.25, 0.25, 0.0);
   glVertex3f (0.75, 0.25, 0.0);
   glVertex3f (0.75, 0.75, 0.0);
   glVertex3f (0.25, 0.75, 0.0);
glEnd();
glFlush();
}

Am I close?
I'm using Dev-C++ and I don't get an error when I compile it but I get something else. I'd show it but I get an error message when I try. IM me on AIM and I can show you what it is.
NaRutoMeTis

I use glut, but I don't see a glMatrixMode, glLoadIdentity, and I don't know if you need to create a window like in glut. But that is what I see. example code in glut to compare

Code:

#include <GL/gl.h>
#include <GL/glut.h>

void init(void){
     glClearColor(0.0,0.0,0.0,0.0);
     glShadeModel(GL_FLAT);
}

void display(void){
     glClear(GL_COLOR_BUFFER_BIT);
     glColor3f(0.0,0.0,1.0);
     glBegin(GL_POLYGON);
          glVertex3f(0.25,0.25,0.0);
          glVertex3f(0.75,0.25,0.0);
          glVertex3f(0.75,0.75,0.0);
          glVertex3f(0.25,0.75,0.0);
     glEnd();
     glFlush();
}

int main(int argc,char **argv){
     glutInit(&argc,argv);
     glutInitDisplayMode(GLUT_RGB|GLUT_SINGLE);
     glutInitWindowSize(250,250);
     glutInitWindowPosition(100,100);
     glutCreateWindow("Hey");
     init();
     glMatrixMode(GL_PROJECTION);
     glLoadIdentity();
     glOrtho(0.0,1.0,0.0,1.0,-1.0,0.0);
     glutDisplayFunc(display);
     glutMainLoop();
     return 0;
}