The problem is that DGDK uses library files (*.lib) which were compiled against the Microsoft runtime and dependency files of DirectX. Although Dev-C++ supports importing .lib files, it cannot resolve the functions used by the DGDK because the runtime libraries used by GCC, are different from the ones used by Visual Studio.
I've tried work arounds for Dev-C++ by using .def files, but there are just so many unresolvable functions, that the only way would be to port the DGDK source code over to GCC. This latter option is not likely to happen.
The work involved in porting the DGDK over to GCC is not really a viable option anyway, since the DGDK is now supported by C++ Express, available from Microsoft's website. This issue was long spoken of a while ago, and it was, iirc, agreed that it does not warrent such a large scale conversion of the toolkit to work under Dev-C++ purely because 3 or 4 users requested it.
Paul.