I added the libs libIrrlicht.a, libjpeg.a, DevCpp/libz.a to parameters of Linker and added the include directory also.
This is the error message: [Linker error] undefined reference to `import stub for irr::createDevice(irr::video::EDriverType, irr::core::dimension2d<int> const &, unsigned int, bool, bool, irr::IEventReceiver *)'
I know I have seen that error before, and I swear it was when I tried to compile with the 0.4.0 headers and link with the 0.4.1 lib by accident or was it because I didn't do a clean build and the pre-compiled parts were done in a different version.
Sorry, I can't remember more than that, but if I trip over it again I'll let you know. I would start with verifying versions and making sure to use the Dev CPP com lib and dll instead of the Visual Studio one.
In the computer of my house I have the same, but there the compilation of the program is ok. The unique difference is the machine. Here I have a Pentium 4 with W2000, and in my house I have a Pentium MMX with W98.