When i try to compile some of NeHe''s tutorials in Dev-C++ it needed the dll. I got it but now it says so: implicit declaration of function ''int free(...)''. Anyone knows why?

It is because mingw does not use the same headers as VC. You have to include stdlib.h

It now works, but when i run the program I get this message:
The EXE file is linked to missong export GLAUX.DLL:auxInitWindowA

Anyone know why this is?

It can not find GLAUX.DLL, see other thread about that.