What version of Dev-Cpp do you have? The last is 22.214.171.124. If you have anything less, it would be better to install the last one.
I've never had any problems compiling single source files with Dev-Cpp. The few problems are when a project occasionally needs a rebuild, and (I think) not being able to compile a single-source file while a project is also open.
Another serious issue with Dev is that it is bugged. As well as anon mentioned above, a bug message box comes up a lot when you use the indirection operator. '->' to acsess a class function. Bloodsheft did not filter them out well enough. It still is a good IDE, but if you continue to get hassels from it, I'd suggest getting another IDE. Code::blocks is a good free one. It uses the same MINGW compiler as DevC++ so you will reconsize any messages it gives you.