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SDL не работает в Release ? Не верю.

Creating a Project with SDL

Create a project as a Win32 Application.

Create a C++ file for your project.

Set the C runtime to "Multi-threaded DLL" in the menu: Project|Settings|C/C++ tab|Code Generation|Runtime Library .

Add the SDL include directory to your list of includes in the menu: Project|Settings|C/C++ tab|Preprocessor|Additional include directories .
VC7 Specific: Instead of doing this I find it easier to add the include and library directories to the list that VC7 keeps. Do this by selecting Tools|Options|Projects|VC++ Directories and under the "Show Directories For:" dropbox select "Include Files", and click the "New Directory Icon" and add the [SDLROOT]\include directory (e.g. If you installed to c:\SDL\ add c:\SDL\include). Proceed to change the dropbox selection to "Library Files" and add [SDLROOT]\lib.

The "include directory" I am referring to is the include folder within the main SDL directory (the one that this HTML file located within).

Now we're going to use the files that we had created earlier in the Build SDL step.

Copy the following files into your Project directory:

SDL2.dll

Add the following files to your project (It is not necessary to copy them to your project directory):

SDL2.lib
SDL2main.lib

(To add them to your project, right click on your project, and select "Add files to project")

Instead of adding the files to your project it is more desireable to add them to the linker options: Project|Properties|Linker|Command Line and type the names of the libraries to link with in the "Additional Options:" box. Note: This must be done for each build configuration (e.g. Release,Debug).