Problem with MCI

[L J]

I have a source:
//////////////////////////////////////////////////////////////
#include <vfw.h>
(...)
static HWND hwndMCI;
HINSTANCE hThisInstance;
(...)
hwndMCI = MCIWndCreate(hwnd, hThisInstance,
(DWORD) WS_CAPTION | WS_VISIBLE | MCIWNDF_SHOWPOS | MCIWNDF_SHOWNAME|MCIWNDF_NOTIFYMODE,
(LPSTR) "");
(...)
//////////////////////////////////////////////////////////////

I am trying to play sounds. The problem is, the mingw compiler shows me an error and my program doesn't run:
//
[Linker error] undefined reference to `MCIWndCreateA'
ld returned 1 exit status
C:\Users...Makefile.win [Build Error] [ProjektX.exe] Error 1
//

Does someone know, where is the problem? Thanks for replies.