I am using VC6 and I just compiled those files for first time (no
changes just checking if things work) and i didn't get any errors
but LOTS OF WARNING...

(Some files are missing, Some size mismatches in arguments,
variable maybe used without having been initialized, Integers
undefined...)

So... am i doing something wrong or does everyone else get
them too, or do i have some bad version of the code, or ... ??

You're doing it right. =]

Yeah, I think there's about 5 warnings that are just due to the way the source code is.