Problem Loading Bitmaps in Allegro

Ok, so I am finally starting to learn 2D graphics, and I went with Allegro. So I am following a tutorial on this site, when I run into a problem. When it came to loading bitmaps, I downloaded the source code from the site, then compiled it. It came up with a black screen, then after ten seconds it came up with a "error report". So the program crashed...and I don't know how to load it. Here is the tutorial I was using, tell me if it works for you: HERE It comes with a bitmap to load, but doesn't load :(
I got other tuts to work, such as making primatives, i\o, double buffering, except loading bitmaps.

Do I have to include the .bmp into my project? Such as, do I have to drag the pick, and add it to my project. Or can it be in a folder on my desktop?