I've read here on the forum that Dev-C++ is pretty old, and so it ships with an old version of MinGW. You should go to http://www.mingw.org/ and get the latest version.
Coming from someone who also started with Dev-C++, I would suggest you avoid it since the IDE is not being updated/fixed any more, so any bugs are there to stay. I would suggest Code::Blocks as a good alternative since it isn't bloaty like some other IDE's.