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[Lapack] CLAPACK version and linking


I try for a week to link a simple program ( in fact it is a sample program I 
found in Internet in pages where explain how to use CLAPACK ) and I can't link 
the subroutines.  I tried to find out what is going on and tried to install 
every version I found but I think that I 'm very bad on this.

I found a version which is for Windows (it has an .exe file) and linked the 
files with my compiler (I use Microsoft Visual Studio 6 or CodeBlocks) but this 
wasn't ok.

I found some other versions (which I think is for Unix) and linked the 
libraries and the header files with my compiler and this wasn't ok (and I think 
that it's obvious).

My question is why I can't use the windows version and what can I do to use 
CLAPACK for my research?
Any help will be great.

Thank you for your time and I would appreciate every instruction.

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