Unable to run program file

Ok, so i did the instructions for dev-cpp on this page:
http://cone3d.gamedev.net/cgi-bin/index.pl?page=tutorials/gfxsdl/tut1

I used the code to create just a window. When I compile and run it, this
is what is said that it is unable to run the program file:

Compiler: Default compiler
Building Makefile: "C:\Documents and Settings\JAMIE
BERNIER\Desktop\Makefile.win"
Executing make…
make.exe -f "C:\Documents and Settings\JAMIE BERNIER\Desktop\Makefile.win"
all
Execution terminated

What am I doing wrong?

-Jamie