How to install SDL?

Hi,
I am a new one to use ffmpeg and SDL , I want to build a software to get a certain frame and convert it to *.jpg or any image format during reading a *.mpeg file.

  • I am using C++ under WinXP,Service Pack 2.
    1- Should I choose ffmpeg or SDL or both?
    2- How do I start to use SDL, or how do I install it?

please guide me.

Thanks so much.

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This page in general looks good:
http://gpwiki.org/index.php/SDL
But this page in particular:
http://gpwiki.org/index.php/C:How_to_set_up_your_SDL_Build_Environment--
Adam Stevenson