Well I never found allegro that hard to setup on DevC++, All I did was add the DevPack once I found it, for SDL I think you need to just copy the SDL headers in the proper directory, let met give em a go and if I get it working I'll share with ja.
3. add the linker to compile everytime
*under the Tools menu select compile
*tick the second check box (add these commands to the linker command line)
*write ( -lalleg ) in the empty space underneath the checkbox option
4. the devpack does not contain the allegro42.dll file download it and past it in system32
I really don't suggest using Dev-C++.
It's outdated and the DevPack may contain anything, even malwares.
IMO you should use Orwell Dev-C++ (NOT bloodshed!!) or Code::Blocks and set things up manually.
It's safer and you will learn good things from doing it.