I am having a problem with SDL ( Simple DirectMedia Layer ) ...
When I try to open something I created with SDL or a game that uses it it gives this error...
Couldn't initialize SDL: No available video device
That's not enough information, anyway. You haven't said
1. What operating system you're using
2. What windowing system you're using (e.g. X Windows)
3. What video card driver you have (e.g. X Windows, NVIDIA, ATi) (note: you only have your manufacturer's driver if you installed it; otherwise you have the default X Windows VESA driver)
Ubuntu comes with Xorg AFAIK. I would like to mention that ubuntu 9.10 is buggy, slow and seems to break compatibility with ubuntu 9.04. It's possible SDL just doesn't work on 9.10.
Did you click the link I gave you? There are lots of results for a Google search of that. You really should try to Google search your problem before asking it here.
I don't see why that would happen; but I don't know this game. Maybe it installed a different version of SDL. Try reinstalling SDL. Something like apt-get upgrade libsdl but I'm don't know what the package will be called, so it may be named something other than libsdl.