Step 2 failed.
This line: "Open a console again. Get to C:\mingw\allegro and type in fix mingw32."
There's no C:\mingw\allegro directory.
The author of that step by step guide made a big mistake: he says you must download allegro and then unzip it in C:\allegro or anywhere you want. Later, he says you should go to C:\mingw\allegro. That's not even the directory that he suggested, and, also, he said you could unzip it anywhere you want. Assuming that "anywhere you want" is C:\mingw\allegro is most likely going to be wrong. What you have to do is to go into the folder where you decompressed allegro (check it has a file called
fix.bat). From that point on, you can continue with the process.
For any problems compiling, installing and using allegro, the right place to ask is
their forums.