// set program icon
SDL_WM_SetIcon( SDL_LoadBMP("hello.bmp"), NULL );

try this to see if it is an image problem or a screen problem

// if screen didn't load
if ( screen == NULL )
{

	// set caption to "screen not working"
	SDL_WM_SetCaption( "screen not working", NULL );
}

also try this to check if the screen loads. you can do the same for the hello SDL_Surface

// set program icon
SDL_WM_SetIcon( SDL_LoadBMP("hello.bmp"), NULL );

try this to see if it is an image problem or a screen problem

// if screen didn't load
if ( screen == NULL )
{

	// set caption to "screen not working"
	SDL_WM_SetCaption( "screen not working", NULL );
}

also try this to check if the screen loads

// set program icon
SDL_WM_SetIcon( SDL_LoadBMP("hello.bmp"), NULL );

try this to see if it is an image problem or a screen problem