if you get this to work can you tell me which compiler u used ?

Code:
// Includes

#include <windows.h>
#include <gl/gl.h>
#include <gl/glu.h>
#include <gl/glaux.h>

float angle = 0.0f;
HDC g_HDC;

void SetupPixelFormat(HDC hDC)
{
int nPixelFormat;

static PIXELFORMATDESCRIPTOR pfd= {
sizeof(PIXELFORMATDESCRIPTOR),
1,
PFD_DRAW_TO_WINDOW |
PFD_SUPPORT_OPENGL |
PFD_DOUBLEBUFFER,
PFD_TYPE_RGBA,
32,
0,0,0,0,0,0,
0,
0,
0,
0,0,0,0,
16,
0,
0,
PFD_MAIN_PLANE,
0,
0,0,0 };

nPixelFormat = ChoosePixelFormat(hDC, &pfd);

SetPixelFormat(hDC, nPixelFormat, &pfd);
}
LRESULT CALLBACK WndProc(HWND hwnd, UINT message, WPARAM wParam, LPARAM lParam)
{
static HGLRC hRC;
static HDC hDC;
char string[] = "Hello World";
int width, height;

switch (message)
{
case WM_CREATE:
     hDC = GetDC(hwnd);
     g_HDC = hDC;
     SetupPixelFormat(hDC);

     hRC = wglCreateContext(hDC);
     wglMakeCurrent(hDC, hRC);

     return 0;
     break;

     case WM_CLOSE:

     wglMakeCurrent(hDC, NULL);
     wglDeleteContext(hRC);

     PostQuitMessage(0);
     return 0;
     break;

     case WM_SIZE:
     height = HIWORD(lParam);
     width = LOWORD(lParam);

     if (height == 0)
         {
         height = 1;
         }
      glViewport(0,0,width,height);
      glMatrixMode(GL_PROJECTION);
      glLoadIdentity();

      gluPerspective(45.0f,(GLfloat)width/(GLfloat)height,1.0f,1000.0f);

      glMatrixMode(GL_MODELVIEW);
      glLoadIdentity();

      return 0;
      break;

      default:
      break;
 }
  return (DefWindowProc(hwnd, message, wParam, lParam));
}

int WINAPI WinMain(HINSTANCE hInstance, HINSTANCE hPrevInstance, LPSTR lpCmdLine, int nShowCmd)
{
WNDCLASSEX windowClass;
HWND hwnd;
MSG msg;
bool done;

windowClass.cbSize = sizeof(WNDCLASSEX);
windowClass.style = CS_HREDRAW | CS_VREDRAW;
windowClass.lpfnWndProc = WndProc;
windowClass.cbClsExtra = 0;
windowClass.cbWndExtra = 0;
windowClass.hInstance = hInstance;
windowClass.hIcon = LoadIcon(NULL, IDI_APPLICATION);
windowClass.hCursor = LoadCursor(NULL, IDC_ARROW);
windowClass.hbrBackground = NULL;
windowClass.lpszMenuName = NULL;
windowClass.lpszClassName = "MyClass";
windowClass.hIconSm = LoadIcon(NULL, IDI_WINLOGO);

if (!RegisterClassEx(&windowClass))
return 0;

hwnd = CreateWindowEx(NULL,"MyClass","The opengl Window Application",WS_OVERLAPPEDWINDOW | WS_VISIBLE | WS_SYSMENU | WS_CLIPSIBLINGS, 100,100,400,400,NULL,NULL,hInstance,NULL);

if (!hwnd)
return 0;


ShowWindow(hwnd, SW_SHOW);
UpdateWindow(hwnd);

done = false;

while (!done)
{
PeekMessage(&msg, hwnd,NULL,NULL, PM_REMOVE);

if (msg.message == WM_QUIT)
{
done = true;
}
else
{
glClear(GL_COLOR_BUFFER_BIT | GL_DEPTH_BUFFER_BIT);
glLoadIdentity();

angle = angle + 0.1f;
if (angle >= 360.0f)
   angle = 0.0f;
glTranslatef(0.0f,0.0f,-5.0f);
glRotatef(angle,0.0f,0.0f,1.0f);

glColor3f(1.0f,0.0f,0.0f);
glBegin(GL_TRIANGLES);
glVertex3f(0.0f,0.0f,0.0f);
glVertex3f(1.0f,0.0f,0.0f);
glVertex3f(1.0f,1.0f,0.0f);

glEnd();

SwapBuffers(g_HDC);

TranslateMessage(&msg);
DispatchMessage(&msg);
}
}
return msg.wParam;
}