Hello there. I've been looking through some of the post on these forums and found them to be quite useful, unfortunatly, I have come to a point where I no longer understand what is going wrong and what I am supposed to do, thats why I'm submitting my problem to you in the hopes that someone can help me.
Basically I installed Code Blocks on my Computer and found it to be really, reeaally good! (the computers at uni use quincy). I want to use the GSL libraries to solve eigenvalue problems and to generate random numbers from the normal distribution. I could code these things manually but decided it would be much more efficient to have a large library of functions I could use that have functions outside the ones I am immediatly interested in, just for future references.
Anyway, I had been reading this thread: 
http://forums.codeblocks.org/index.php?topic=9485.0The code I have been trying to run is the GSL eigenvalue example 
     #include <iostream>
     #include <gsl/gsl_math.h>
     #include <gsl/gsl_eigen.h>
     using namespace std;
     int
     main (void)
     {
       double data[] = { 1.0  , 1/2.0, 1/3.0, 1/4.0,
                         1/2.0, 1/3.0, 1/4.0, 1/5.0,
                         1/3.0, 1/4.0, 1/5.0, 1/6.0,
                         1/4.0, 1/5.0, 1/6.0, 1/7.0 };
       gsl_matrix_view m
         = gsl_matrix_view_array (data, 4, 4);
       gsl_vector *eval = gsl_vector_alloc (4);
       gsl_matrix *evec = gsl_matrix_alloc (4, 4);
       gsl_eigen_symmv_workspace * w =
         gsl_eigen_symmv_alloc (4);
       gsl_eigen_symmv (&m.matrix, eval, evec, w);
       gsl_eigen_symmv_free (w);
       gsl_eigen_symmv_sort (eval, evec,
                             GSL_EIGEN_SORT_ABS_ASC);
       {
         int i;
         for (i = 0; i < 4; i++)
           {
             double eval_i
                = gsl_vector_get (eval, i);
             gsl_vector_view evec_i
                = gsl_matrix_column (evec, i);
             printf ("eigenvalue = %g\n", eval_i);
             printf ("eigenvector = \n");
             gsl_vector_fprintf (stdout,
                                 &evec_i.vector, "%g");
           }
       }
       gsl_vector_free (eval);
       gsl_matrix_free (evec);
       return 0;
     }
and I get the following error:
error: gsl/gsl_math.h: no such file or directory 
error: gsl/gsl_eigen.h: no such file or directory 
then a list of 25 errors related to not having found the header file.
I had unzipped the GNUWin32 library from sourceforge and I think i linked the libraries to the project but I don't know how to tell the Program where to look for the header files.
I feel that I am probably making some kind of rookie error at the moment, because to be honest, I am a rookie at this. 
One thing that confused me was the zip file only had headers in the files, there was no C code, I assume that all the actual C program code is held in the .a files
Any help with this would be much appretiated, if you need more info just say so, I'm not entirely sure what i need to tell you to help you.
thanks 
