sqlite3 in dev-c++

Hi, I've been searching for days now and I still can't seem to find out how to do the following:
I am creating a simple program that needs to make a simple sql query for an entry for exaple:
SELECT * FROM TABLE1 WHERE PRODUCT_ID=USERCHOICE
I've tried using the sqlite3.h file that sqlite distributes and I keep getting a linker error:
[Linker error] undefined reference to `sqlite3_open'
[Linker error] undefined reference to `sqlite3_errmsg'
[Linker error] undefined reference to `sqlite3_close'
[Linker error] undefined reference to `sqlite3_exec'
[Linker error] undefined reference to `sqlite3_close'

I got this when trying to compile a sample program just to get the ball rolling, here is the sample program:

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#include <stdio.h>
#include <stdlib.h>
#include "sqlite3.h"


    static int callback(void *NotUsed, int argc, char **argv, char **azColName){
      NotUsed=0;
      int i;
      for(i=0; i<argc; i++){
        printf("%s = %s\n", azColName[i], argv[i] ? argv[i]: "NULL");
      }
      printf("\n");
      return 0;
    }

    int main(int argc, char **argv){
      sqlite3 *db;
      char *zErrMsg = 0;
      int rc;

      if( argc!=3 ){
        fprintf(stderr, "Usage: %s DATABASE SQL-STATEMENT\n", argv[0]);
        exit(1);
      }
      rc = sqlite3_open(argv[1], &db);
      if( rc ){
        fprintf(stderr, "Can't open database: %s\n", sqlite3_errmsg(db));
        sqlite3_close(db);
        exit(1);
      }
      rc = sqlite3_exec(db, argv[2], callback, 0, &zErrMsg);
      if( rc!=SQLITE_OK ){
        fprintf(stderr, "SQL error: %s\n", zErrMsg);
        /* This will free zErrMsg if assigned */
        if (zErrMsg)
           free(zErrMsg);
      }
      sqlite3_close(db);
      return 0;
    }

Any help would be greatly appreciated. Thanks alot
What IDE/compiler?
@Helios: Read the title.

You will need to link the .a or .lib associated with that library with your project. You can do this by going to Project -> Options and then adding the file to the linker tab.
The easiest way to use sqlite3 is to download the amalgamated source code (all the code in a single C file) and include that in your project. It works across Windows and POSIX platforms. This way you don't need to worry about libraries or dependencies or any such distractions.
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