Unresolved???

Dear group.

I have Borland C++ Builder 3.0 and are trying to get a hang of OpenGL. The
thing is I'm trying to use the GLAux functions but it says 'unresolved....'.
This is what I have:

<--------CODE START----->
#include <windows.h>
#include <conio.h>
#include <GL/gl.h>
#include <GL/glaux.h>

int main()
{
    auxInitDisplayMode(AUX_SINGLE | AUX_RGBA);
    auxInitPosition(100, 100, 250, 250);
    auxInitWindow("My first OpenGL Program");

    glClearColor(0.0f, 0.0f, 1.0f, 1.0f);
    glClear(GL_COLOR_BUFFER_BIT);

    glFlush();

    cprintf("Ppress any key to close the window\n");
    getch();

    return 0;

Quote
}

<-------CODE END----->

I do this in a Console project. Is it only aux that won't work?

Regards
Gordon