Specify an opengl library
#include "SDL.h"
int SDL_GL_LoadLibrary(const char *path);
If you wish, you may load the OpenGL library at runtime, this must be done before SDL_SetVideoMode is called. The path of the GL library is passed to SDL_GL_LoadLibrary and it returns 0 on success, or -1 on an error. You must then use SDL_GL_GetProcAddress to retrieve function pointers to GL functions.
SDL_GL_GetProcAddress