Tutorial problem (headers)

When I type (or copy) the examples from the OpenGL tutorials into my Dev C++ compiler I get an error saying that some headers can not be found. The tut didn't mention anything about getting these files from elsewhere so I just assumed they would come with the compiler. Was I wrong?

The two headers the compiler has not been able to find so far are stdafx.h and gl/glaux.h.

For the sake of the scroll bar, I won't post the entire code, but if you need to see it to answer me, it's in the OpenGL area of the tutorials section.

Thanks.

stdafx.h you'll only find with MSVC, but is not needed for OGL (I know some tutorials have MSVC or GCC versions... make sure to go for the GCC versions if applicable).

You ought to be able to find Glut here: http://www.opengl.org/