When I copy the file to post it here, I've found that:
{... Blablabla ...}
{$IFDEF WINDOWS}{$R example.rc}{$ENDIF}
BEGIN
{$I example.lrs}
Application.Title := 'The Allegro''s Lazarus example';
{$I example.lrs}
Application.Initialize;
{... etc ...}
The "example.lrs" file is duplicated. But why?

[edit] I've deleted one of them but still failing outside the IDE (inside it always runs perfect

) no matter which line you deletes.[/edit]
By the way, I should modify the "Title" value since it can't deal with the tilde in "Allegro's": it wrote "Allegro'0s" instead of "Allegro''s".
I was looking for a bug report but I have no idea about how the bug-tracker works.