2 windows in Allegro

I am pretty new to C++, but I was told that if I am interested in making games, I should start with graphics and stuff immediately, because the console is way different. I downloaded allegro, and wrote a simple program, but encountered a problem immediately. When I ran the program, two windows appeared instead of one. I know this is because of double buffering, but I don't know how to fix it. The only "solution" I found was "Configure it in your IDEs settings". But I need a little more help than that. Please tell me how. I am Using Microsoft Visual C++ Express 2010.
I don't think it has to do with double buffering. Are both windows created by allegro or is one of them a terminal window? Do you get two windows if you run the program from outside the IDE?
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