Loading and compiling TGE with Bloodshed Dev C++

Before I bought TGE, I knew I'd most likely need a C++ IDE so I downloaded Dev C++ when some friends told me they had it and loved it. Well, now I'm trying to load and compile TGE using Dev C++ 4.9.8.10 and the MinGW compiler that came with it, but I'm having difficulty. I'm trying to import the Microsoft Visual C++ project from the vc6 folder, but when I do I get an error saying the following:

"Some files belonging to the project could not be located.
Please locate them and add them to the project manually...

...\engine\console\objectTypes.h
...\engine\platformWIN32\platformAL.h

Project created with errors. Do you want to open it?

(yes/no)"

When I click yes, the entire project loads (save for those two library files of course) but I can't compile it. When I do hundreds of errors come up, most likely because of the lack of the two libraries missing. I don't even see those files when I browse the folders manually, actually. Is this a problem with the TGE I downloaded or with the IDE? Something about all of this just doesn't feel right anyway... So I guess basically what I'm trying to say is has anybody ever used Dev C++ with TGE successfully, and if so, how? I searched around the forums and found that thread in which somebody explains how to use MSYS and Eclipse, but it looked like an awful lot of trouble, plus I've already familiarized myself with Dev C++ so if I could use it, it would be great! Thanks!