Edited
Here's a link to a project (project, main.cpp ,one bmp , sdl.dll, and the exe included) that doesn't work for me. I'm a beginner in c++, I must have done something silly which is simply wrong... When creating a SDL-project I was asked many informations I didn't really understand, that might be reason...
EDIT : FIXED ! It seems that I had to add SDL.dll to my SDL directory. Sorry about that, and thanks for your help