Building DLLs

I'm learning JNI and I try to use the sun's tutorial at: http://java.sun.com/docs/books/tutorial/native1.1/index.html
I can do everything with Java, but I can't compile the .c, my compiler (dev-c++) reports an error message in the first line: #include "jni.h".
And this tutorial just shows how build a dll with MS Visual C++, I need to do this with Dev-C++, does anyone knows how?
Thanks.

This is the full error report. This message still appear, but I can generate the ".o" object file and build the DLL with him. Now the problem is the Java program, they report tis message:
"java.lang.UnsatisfiedLinkError: displayHelloWorld
     at jni.HelloWorld.displayHelloWorld(Native Method)
     at jni.HelloWorld.main(HelloWorld.java:19)
Exception in thread "main" ".
I read in another message some solutions like put the library path in the path enviroment, or put the code extern "C" in the C program. Doesn't work!!!
I need to make a program in C to read systems info like disk capacity and free space, but I can't even make a Hello World Example, it's hilarious :)))
I'll appreciate any solution!
Thanks
[]s
Gabriel.

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