GSL for MS Visual C++

[Juta Pichitlamken]

I have downloaded the precompiled GSL from 
http://www.network-theory.co.uk/gsl/freedownloads.html (gsl-1.2-setup.exe). 
And I did every steps written in the README. I tested their demo on the 
Microsoft Visual C++ (ver. 6), and it runs fine; I got the result I was 
supposed to get. However, once I added

#include <gsl/gsl_integration.h>

in the same cpp file as in the demo. I've got the following messages:

C:\PROGRAM FILES\GSL\INCLUDE\gsl/gsl_precision.h(56) : error C2201: 
'gsl_prec_eps' : must have external linkage in order to be exported/imported
....many error messages....
C:\PROGRAM FILES\GSL\INCLUDE\gsl/gsl_precision.h(56) : error C2734: 
'gsl_prec_eps' : const object must be initialized if not
Error executing cl.exe.

Do you have any suggestions on how I may fix the problem?  Does it has 
anything to do with the static link library and DLL?

Thanks,
Juta