Undefined reference to glutInitWithExit...etc.

I have just gotten a book on OpenGL, since I have been doing C++ for a while and haven't done any high-end graphics yet. Anyways I read through it a bit and came to a sample program, very basic, and it uses glut. So I linked the glut32.lib file, I am using Dev-C++, and everything but I still get:
undefined reference to `__glutInitWithExit'
undefined reference to `__glutCreateWindowWithExit'
and all those other glut functions I'm using. I have linked the library, but for some reason I don't think it is linking the dll. I have the dll in the same folder as the library I am linking. Any ideas?