[Help-gsl] problem installation gsl windows

[a a]

I would like to use the gsl library on my computer running windows Xp pro.
When I try to compile very basic program using for example gsl_complex_math 
like this one :

#include <iostream.h>
#include <stdlib.h>
#include <gsl\gsl_math.h>
#include <gsl\gsl_complex.h>
#include <gsl\gsl_complex_math.h>


int main()
{
     gsl_complex c1,c2;
     GSL_SET_COMPLEX(&c1,1,2);
     GSL_SET_COMPLEX(&c2,1,2);
     gsl_complex_arg(c1);
     system("PAUSE");
     return 0;
}

I get "undefined reference to `gsl_complex_arg' " as error message error 
message.
Why does GSL_SET_COMPLEX works, and gsl_complex_arg doesn't ?
Thank  you for your help

Doudou

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