I would strongly suggest you develop higher knowledge on C++ before venturing into game programming. Nearly 100% of programmers who want to built games, try to start as soon as possible, which is very bad, you will just ask people to help you out without any progress at all. You will see some weird stuff which the gaming library has nothing to do with, or even worse, not knowing how to built the stuff yourself to start the easiest tutorial.
If you want to build games, I would strongly suggest to go with UDK.
If you want to program games, I would suggest learning C++ at least the simplest concepts, like pointers, structs, header files (the last two were included in my book so you should know I guess)
From what I could gather is that you do not have enough knowledge of programming, which is needed. Even though you knew the basic concepts, your game is going to suck.
Note: Allegro 5 and OpenGL 4.0 had the same installation (nearly the same) and from what I could gather, the idea is that all libraries should have the same installation. You will better be off learning C++, since I made the same thing as you 2 years ago and came back to C++ to learn a lot of stuff.
SDL is known to be easier than Allegro 5, meanwhile others say the contrary. It all depends what you really mean. The file actually had a folder, because you have to open it with WinRar.
Read a C++ book with a lot of pages than you will learn stuff alone.
The better your C++ skills, the better the games you will make will be.
Otherwise, read my Allegro 5 book ;)