Ok - I need help.
I recieved my F200 yesterday (tuesday), and now I want to try and compile something for it, but I can't

I've downloaded the guides written by Paul and followed them from the beginning to the end, but when I run the CompileProject batch file I get following error during link stage :
Code:
Linking gp2x_tutorial
arm-linux-ld.exe: cannot find -lSDL
An error occured while linking gp2x_tutorial
How do I fix this problem? (It's probably a newb question, but I'm used to use compilers/ide's that works ot of the box)