help compiling and generating a program

Hi...


i have just installed the GNU GSL library to a non default directory
and i have problems using either vcc or gcc

i tried using the test program,example.c,  that is provided in the
referece manual but the best i can get is to example.o

optimally i would like for a program to be created like what i get
from the command:
vcc example.c -o example

Thanks and hope to get a reply soon for my class project!!
Hsiang