I used to use Dev-C++, I highly recommend switching to Code::Blocks. It has an option to import Dev-C++ projects and it looks and feels much the same, only with some features you'll probably like better. Also, Dev-C++ hasn't been worked on in many years. Like Dev-C++, Code::Blocks also uses (or can use) MinGW.
With that aside, I have gotten many projects compiled with Dev-C++ and NeHe code with no problems.