Erros when compiling a CPP program which uses CPython API functions

[grbgooglefan]

I am compiling CPP program which uses CPython API functions from
Python 2.5.1 source code

First I compiled with this commanline, that time I got "pyconfig.h"
not found.
g++ -Os -I../../Include ../../libpython2.5.a -lm -ldl -lpthread -lutil
testeval.cpp
In file included from testeval.cpp:1:
../../Include/Python.h:8:22: pyconfig.h: No such file or directory
In file included from ../../Include/Python.h:57,                  from
testeval.cpp:1:
../../Include/pyport.h:4:48: pyconfig.h: No such file or directory
../../Include/pyport.h:734:2: #error "LONG_BIT definition appears
wrong for platform (bad gcc/glibc config?)."

So, I added "-I../../PC" to my cmd line to get pyconfig.h, like:
g++ -Os -I../../Include -I../../PC/ ../../libpython2.5.a -lm -ldl -
lpthread -lutil testeval.cpp

As soon as I ran this command I got a long list of errors as shown
below.
Why the dllimport errors are coming? I did not get these errors when I
did same compilation with Python 2.2.3.
Please help. Thanks.

In file included from ../../Include/Python.h:76,                  from
testeval.cpp:1:
../../Include/pymem.h:50: `dllimport' was not declared in this scope
../../Include/pymem.h:50: ISO C++ forbids declaration of `__declspec'
with no    type
../../Include/pymem.h:50: syntax error before `void'
../../Include/pymem.h:51: `dllimport' was not declared in this scope
../../Include/pymem.h:51: ISO C++ forbids declaration of `__declspec'
with no    type
../../Include/pymem.h:51: redefinition of `int __declspec'
../../Include/pymem.h:50: `int __declspec' previously defined here
../../Include/pymem.h:51: syntax error before `void'
../../Include/pymem.h:52: `dllimport' was not declared in this scope
../../Include/pymem.h:52: ISO C++ forbids declaration of `__declspec'
with no    type
../../Include/pymem.h:52: redefinition of `int __declspec'
../../Include/pymem.h:51: `int __declspec' previously defined here
../../Include/pymem.h:52: syntax error before `void'
In file included from ../../Include/Python.h:78,                  from
testeval.cpp:1:
../../Include/object.h:371: `dllimport' was not declared in this scope
../../Include/object.h:371: ISO C++ forbids declaration of
`__declspec' with no    type
../../Include/object.h:371: redefinition of `int __declspec'
..............
../../Include/Python.h:134: redefinition of `int __declspec'
../../Include/pystrtod.h:11: `int __declspec' previously defined here
../../Include/Python.h:134: syntax error before `*' token
testeval.cpp: In function `int main(int, char**)':
testeval.cpp:94: `Py_Initialize' undeclared (first use this function)
testeval.cpp:94: (Each undeclared identifier is reported only once for
each
   function it appears in.)
testeval.cpp:95: `PyRun_SimpleStringFlags' undeclared (first use this
function)