I use DevC++ and Allegro.
It took me about an hour to figure out how to install Allegro. The trick was not to rush it and read everything in the tutorial (at http://www.allegro.cc/files/install-devcpp.html) VERY CAREFULLY. It wasn't until I read EVERY line that I found out where I was messing up.
After you get it installed do a search for Allegro tutorials.