The program simply shows an alert with message "The program doen't work" and closes.
I have tried the last version of dev-c++ with "lesson6"

Why would you use Dev-C++?
Use Code::Blocks instead, it lets you convert any Dev-C++ project.

Or maybe even MS Visual Studio. :)
Good luck changing IDE!

I have added glaux.h and glaux.dll only to make this example workable. Visual studio 2008 almost doens't work with OpenGL. And there are no C++ compiler in VS2010

No, there is definitely a C++ compiler in Visual Studio 2010.

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Visual studio 2008 almost doens't work with OpenGL.

It works perfectly fine with OpenGL.

Quote:
And there are no C++ compiler in VS2010

Yes there is.

Maybe my version of VS2010 is cutted.
Now it works under dev-cpp even under win7. I have tried an example about using images of various types as textures. I think the problem was with glaux.h

I used to use Dev-C++, I highly recommend switching to Code::Blocks. It has an option to import Dev-C++ projects and it looks and feels much the same, only with some features you'll probably like better. Also, Dev-C++ hasn't been worked on in many years. Like Dev-C++, Code::Blocks also uses (or can use) MinGW.

With that aside, I have gotten many projects compiled with Dev-C++ and NeHe code with no problems.