Ok it looks like Nehe does not have the latest version of those demos that work with gl.pas, glu.pas etc.

Could you please have a look here -
http://jedi-sdl.cvs.sourceforge.net/...Demos/3D/NeHe/

You will also need to ensure that you have the latest version of gl.pas ( OpenGL12.pas is no longer supported in v1.0 of JEDI-SDL ) etc which can be downloaded from...
http://jedi-sdl.cvs.sourceforge.net/....0/OpenGL/Pas/

stdcall is a Windows function calling convention while cdecl tends to be used on other platforms/operating systems. You can use cdecl on Windows, but most Dlls export their functions using stdcall. If you need further clarification let me know.