Ensure you are compiling Grum.cpp and linking the resultant object code.
If you're using an IDE, make sure Grum.cpp is a part of the project. If you're using the command line, make sure it is correct and you enumerate Grum.cpp as one of the files to be compiled/linked.
Should be a big g right?
If that were the problem it wouldn't have got to the linking stage.
Oh, yes, im using CodeBlocks IDE and my Grum.cpp wasnt part of the project. I put it in the project now and I seem to be getting even more unresolved external errors. All of their file names seems to be starting with lib and the last one being the directory of project.exe