BASS and SDL both add a set of headers and libs that needs
to be included into the project. Allow the user to put these
headers in a subfolder called "include" and the libs in a
subfolder called "lib".
Since BASS is available for MacOS X and Linux as well as Windows,
it makes sense to port the example to OpenGL rather than Direct3D9.
Use SDL to get an OpenGL context in a portable fashion.